One of the many aspects of the future hydrogen economy is the concept of continental SuperGrid, which involves delivering lossless electricity and hydrogen fuel simultaneously to neighborhoods and industries using a “superconducting energy pipeline.” It is believed that MgB2 superconductors will make the SuperGrid concept feasible. Unlike NbTi and Nb3Sn, which require expensive liquid helium for their operation, MgB2 can function in relatively inexpensive liquid hydrogen. While the SuperGrid is still in the conception stage, considerable progress has been made in the development of MgB2. The conventional fabrication approach is the powder-in-tube process, which produces MgB2 in wire form, but with high porosity, lack of continuity, and uncertain critical current. Our fabrication approach is unique and consists of thermo-mechanical processing involving multi-pass hot rolling, similar to the established hot rolling operations practiced by the steel industry. We have produced steel sheathed rods containing fully dense MgB2 core having encouraging critical current behavior.