In TGS, prologue, Graendal is invited into Moridin's fortress in the deep northeastern Blight: "A black stone building" without glass in the windows, "a deep black tower, the stones drawing in the burning heat of the sky", it has walls "of charcoal black stones" and a "mirror-bright black marble floor, it has a "too-black room".

Graendal asks herself:
"What had possessed someone to build a fortress out of black rock in the Blight's heat?"

A better question would be, how or by whom was the fortress actually built. We never heard of Shadowspawn mining and creating buildings.

From the description that we get one can conclude that the DO has much power about the area deep in the Blight, it's e.g. unnaturally hot.

In the chapter "The Death of Adrin", we see the Saldean soldier Adrin being killed by a quite impressive bubble of evil:
"The man reached up suddenly, scratching at the skin of his temples. His eyes rolled up in his head and his fingers tore gashes in his flesh. Only, instead of blood, the wounds spat out a black charcoal-like substance. Aviendha could feel the intense heat even from a distance. The other guard gaped in horror as his friend ripped lines of black fire down the sides of his head. A blackish tar oozed out, boiling and hissing. The man's clothing burst into flames and his flesh shriveled from the heat."

The heat is such strong that it even resists the OP, and a strong channeler like Aviendha is completely exhausted after she finally managed to quench the fire. In the end there is only "a lump that was the remains of the unfortunate soldier. It was glassy and
black, like obsidian, and it sparkled wetly. She [Aviendha] picked up a length of singed wood - broken from the wall by the force of her water column - and poked at the mass. It was hard and firm." Later "a group of soldiers were hesitantly trying to pry up the glassy black mound. It appeared to have fused to the ground."

I wonder if this was actually the method of creating the black fortress, namely that a big number of people or animals was "baked" by the DO into black rock and later the material was formed into a fortress.

A building made of people or animals seems gross, but maybe such an atrocity was done in the War of Power (if the fortress was already build then), or later. After all, the Shadow also uses humans to create the black blades of the Myrddraal. Why not use other humans or animals for creating black rock buildings in the Blight.

When Rand meets Moridin in the place near SG, which resembles TAR, he notes "the stones that formed floor, hearth and columns were warped, as if they had been melted by an extreme heat", and that "many of the stones were black, as if they'd been burned, and cracks laced them. Distant red light glowed from within, as if they had cores of molten lava", finally "to the side, in the stones of the fireplace, Rand saw movement. Flickering bits of shadow, just barely visible through the cracks in the stones. The red-hot heat shone behind, like rock turned molten, and those shadows moved, frantic. Just faintly, Rand could hear scratching. Rats, he realized. There were rats behind the stones, being consumed by the terrible heat trapped on the other side. Their claws scratched, pushing through the cracks, as they tried to escape their burning. Some of those tiny hands seemed almost human."

This could support the idea that living creatures are turned into shapeable "material" by the DO, e.g. for creating fortresses in the Blight.