Fortunately not - the female looks for a cavity only big enough for about twenty spit-and-clay cells. I think the wiki said they traditionally lived in the cavities in crumbling mortared walls and earned their name that way. They don't dig out the space at all.
Last summer, a mated female would have investigated the space behind the weatherboard, built the cells, laid one egg in each, added pollen stores in the cell and capped them off. She repeats that till the cavity is full or about twenty cells are populated. She then dies. The larvae hatch, eat the pollen, pupate and overwinter. They then all hatch at once, work together to refill the food stores then go their separate ways in the next summer.
No idea if they will be back next year but they are supposed to be famously good as small tree pollinators.