My favorite book "Moon is a Harsh Mistress" - Quarterly air charges for all recipients, although you could create O2 excess by growing abundant plants. Course those silly plants require CO2 to grow. Not once in the stories did they ever discuss where the CO2 came from for moon plant growth. Burning stuff wouldn't be a good idea. In the book they searched for Water in the depths of the moon. Perhaps they also searched for Dry Ice?