What does it take to convert energy into mass? (Strange Universe Series)

Since E=mc² we know that it is quite possible to convert mass into lots and lots of energy. This is where nuclear energy comes from. Only a few grams of mass are actually converted into the energy a nuclear weapon and yet that small amount of mass releases enough energy to destroy a large city and leave a half-mile deep crater in its place.

But the equation being an equality, it must work just as readily in the other direction. It should be possible to convert a large amount of energy into a small amount of mass. If we mastered that art, we would possess a shield against any sort of energy weapon or even a natural event of incredible energy such as a Gamma Ray Burst in a nearby region of our Galaxy. The more energy beamed at our shield, the heavier and stronger the shield would get. But how could such an energy to mass converter be constructed?

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This is a continuation in the Strange Universe series.
1—How does the universe impose its fractal-like patterns of order on chaotic systems?
2—How small can the repetitive fractal features of nature get?
3—How can the most distant quasar be 28 Billion light years away?
4—Can nothing exist without the Universe?
5—How can order emerge out of chaos?
6—Where is the center of the Universe?
7—If CERN proves there are parallel universes, will you move?
8—If the universe expands at faster than the speed of light, does it begin to go back in time?
9—What is the expanding universe expanding into?
10—Big Bang Theory—How can you divide infinity into a single finite whole?
11—How would you answer this speed-of-light question?
12—What happens when the expansion of the Universe reaches the speed of light?
13—What’s your Strange Universe example to illustrate Sir Arthur Eddington’s quote?