you need to make a block, export it, then import it back into Bakin. There IS the option also to use the wall rocks models, make them smaller or larger and build a cave system that way but you'll probably find that'll be too much work though, and probably cause issues with lag and such.

You can with a smart trick :
Export a single block as a model, then import it as a 3D Stamp. (Right click on a single block, then Export as a model (FBX format) and then import it!

Now you can make gaps, here is a sample picture, the block that is in the air is a 3D model of a single block :
https://ibb.co/ggvjj3Q

Edit: On an other picture sharing site for people who can not see the first link :
https://i.imghippo.com/files/jLnwi1727364191.png

thanks