This happened other times and places as well. When the Thebans and Spartans besieged the city of Plataea during the Peloponnesian War, they did something very similar to Alesia. Thucydides:

Now the wall of the Peloponnesians was constructed as follows: it consisted of two lines drawn round the place about sixteen feet apart, one against the Plataeans, the other against any attack on the outside from Athens. The intermediate space was occupied by huts...

Busy guys. Good military sense, when Athens wasn't so far away, but more important I think was staving off boredom and maintaining military discipline. This siege lasted many months, and no doubt Spartan leaders wanted their men to stay active and engaged.

Interestingly, during a audacious nighttime sortie many besieged soldiers escaped through the lines and ran off to Athens. The rest were murdered when they gave up the city some months later.

For the record, "a wall around a city to completely barricade it" is called a circumvallation (technically not a wall but a series of fortifications keeping the enemy in their fort/city).

The "other wall completely around his rear to protect against a relief army" is called a contravallation (again, technically a series of fortifications; not necessarily a wall).

You are thinking of Julius Caesar at Alesia, but this has been done many times before him and many times after him. In the 16th century building circumvallations and contravallations became a proper science (as did building forts and city defenses).

Caesar besieged a Gallic army under Vercingetorix at Alesia by building a wall around the town and fort. He then built a second wall around the first one to protect against the relief army