[SDPhantom]

This will probably work better.

local function FillTableStructure(tbl,...)
--  Check if sent a table and cache for return
    tbl=tbl or {};
    local ret=tbl;
 
    for i=1,select("#",...) do
        local idx=select(i,...);--  Index from argument list
        local entry=tbl[idx];--     Cache current entry if any
 
--      Make table and link to index if not exist
        if not entry then
            entry={};
            tbl[idx]=entry;
        end
 
        tbl=entry;--    Select entry as current table
    end
 
    return ret;
end
 
--  If the table was a local, you can run the function like this
ADVANCED_INTERFACE_GLOBAL_CONSTANTS=FillTableStructure(ADVANCED_INTERFACE_GLOBAL_CONSTANTS,"STAMPS","ADVANCED_USER_INTERFACE");
 
--  If the table was a global, you technically could give it _G as the base table or use the same line above
FillTableStructure(_G,"ADVANCED_INTERFACE_GLOBAL_CONSTANTS","STAMPS","ADVANCED_USER_INTERFACE");

Unlike Barjack's function, this keeps existing entries and allows numeric and object keys. It's still much less efficient than Torhal's code.