Yes, this can be done with 3D printing, but there could still be some technical challenges to optimize this kind of printing. For your project, I would suggest using a 2-part silicone such that it cures upon mixing. Then put one part in the cartridge, and the curing part in a reservoir. Then, using a long needle tip, submerge it into the reservoir and extrude the first component. It should cure on contact if the surface area of each layer is sufficient. The reservoir material should support the structure as it is built up, which is important for a hollow, glove-like print. You would have to add more material to the reservoir as the structure is printed until the final layers are done. There could still be some minor artefacts (such as noticeably visible print layers) that may require some post processing or tuning of the print process.