I'm not saying I'm planning to blow up the cave entrance before your character can enter (in fact, blowing it up before the Pater arrived would probably be impossible due to the convenient hill) but it seems a little unlikely that the act would be 'impossible' as you say. There really isn't any natural stone dense enough to resist a HEAT round, consider that Quarries and the like which dealt with particularly dense stone on hills and mountains were made centuries ago with simple dynamite. I'm asking because Higan really isn't equipped to enter the death cave without his Mech, so he's going to have to blow a hole large enough to get in, regardless of if you say it's impossible. I'll do some research into the effect of HEAT rounds on solid rock, so I can guesstimate the effects. 

Yeah, I don't profess to be an expert, but HEAT rounds would definitely be effective against the rock, as it utilizes a shaped charge, which are often used in quarrying and demolitions.