Not a problem - you lay down a support structure for those layers which would otherwise be unsupported, in much the same way that you use kiln furniture to support porcelain while firing.

Looking at some of the commercial fused deposition modelling kit out there, it seems to be quite common to build the supports from a different structure to the object you're building; the support can be removed either by using a solvent that won't affect the built object, or by using a support material with a lower melting point. Not entirely sure how you could do that when your main material is sugar, though...