The extreme intensity provided by ultrafast laser pulses has enabled a number of scientific and technological advances in a number of areas in photonics and material science. The laser-generated plasma can be particularly used to create Extreme UV sources, to synthetize new materials phases or, if it is dense and hot enough, it can relax into Warm Dense Matter, which is an intermediate state in-between hot plasmas and solid-state. It is still particularly challenging to study and model and is of primary importance in research on inertial confinement fusion or on the core of several astrophysics objects. Up to here, dense plasmas were generated at the surface of materials, where the expansion rapidly cools down the plasma. It would be particularly attractive to generate such warm dense matter and hot plasmas within the bulk of solid dielectrics, where the infrared laser can create a localized plasma in 3D. However, because of the beam defocusing due to the plasma generated by the onset of the pulse, only underdense plasmas could be generated inside solids- apart in the case of extreme focusing where the applicability is very limited. We demonstrate with a combination of experimental and Particle-In-Cell simulations that ultrafast Bessel beams can generate over-dense plasmas in the bulk of transparent solids. We show that collisionless resonance absorption is a primary mechanism of the absorption inside the plasma. It yields an extreme mass energy density of several MJ/kg and we estimate from our measurements that the temperature can reach 10 eV.