Hi Sarah, could they be referring to rock-cut architecture do you think?
https://goo.gl/VTjSRzThat is, in the sense of pillars that have been sculpted by removing the material around them - rather than their having been brought there from outside, i.e. using a "relief" or "subtractive" process, rather than an "additive" one.
"A risparmio" seems to be more frequently used in descriptions of techniques used to decorate pottery (e.g. here
https://goo.gl/YBb3nQ - "la tecnica “a risparmio”, che consiste nel lasciare le figure sul fondo naturale dell'argilla, definite in negativo dal colore circostante."), but it sounds like its meaning has been extended here by analogy to refer to the way the pillars are defined by a process of "sparing" rather than by one of "adding".