The life expectancy of patients with high-grade glioma (HGG) has not improved in decades. One of the crucial tools to enable future improvement is advanced models that faithfully recapitulate the tumour microenvironment; they can be used for high-throughput screening that in future may enable accurate personalised drug screens. Currently, advanced models are crucial for identifying and understanding potential new targets, assessing new chemotherapeutic compounds or other treatment modalities. Recently, various methodologies have come into use that have allowed the validation of complex models—namely, spheroids, tumouroids, hydrogel-embedded cultures (matrix-supported) and advanced bioengineered cultures assembled with bioprinting and microfluidics. This review is designed to present the state of advanced models of HGG, whilst focusing as much as is possible on the paediatric form of the disease. The reality remains, however, that paediatric HGG (pHGG) models are years behind those of adult HGG. Our goal is to bring this to light in the hope that pGBM models can be improved upon.