If you're limited by the compounds available within the solar system, you should forget about building a dyson sphere for other reasons, or building a planet, or any kind of activity that will disturb the orbits of planets.
Few planets are similarly sized as Earth already btw, although with varying densities.
Ok, earth sized is mainly about 1 g. So yes, also with earths density to be precice. That leaves only venus as a existing alternative.
And I just assume that a civilisation advanced enough to build a dyson sphere, can handle the non trivial orbital mechanics, too. But maybe still cannot travel FTL. So indeed rather choose to build planets, or planet sized space stations.
That would require lots of energy and maybe the need to harvest the sun directly and control the light going out towards the planets.
