The story of "Blowing the House In" is classified as Tale Type ATU 124 and as exhibiting the motif, Z81. The description of the tale type documents a wide distribution from Ireland to the Middle East. This geographic spread hints at a depth of history, but I don't see documentation earlier than the nineteenth century. That said, it is easy to imagine that the story is older. For some recent variants see this site.

The question posed here is about "similar stories," and that is a different issue, distinct from finding ancient examples of, specifically, the three little pigs. The European tradition of these sorts of animal tales is old, and I would be surprised to find that they did not exist in Rome. I am not, however, an expert about that - I am merely providing guardrails! I await someone who can help us with Roman sources.