Straw-bale buildings use the hay bales as a basis for some kind of clay coating, so the straw is not exposed. Personally, I am not that impressed with them as a long-term plan, because I am sure you are right and bugs will somehow find a way into them, anyway.

But the wine-bottles in cement suggest all kinds of interesting possibilities. Those ones on Prince Edward Island appear to be able to allow enough light in to create some nice effects. There are some homes around my place here in Texas that have metal "daisies" & such made from saw blades, etc sunk into the top of cement walls, which is another possibility for a decorative greenhouse.