The method comprises at least the following steps: - exposing a substrate to focused laser irradiation at a preselected series of locations that trace a subset of the substrate volume that is connected to the surface of the substrate; some subsets of substrate volume not connected to the surface of the substrate may also be exposed at the same time for other purposes, for instance, so that they can be used as waveguides or other optical elements or for another subsequent etching step; - removing the substrate material from the exposed preselected series of locations to create within the substrate at least one cavity that is connected to the surface of the substrate; - immersing the cavity-containing substrate in an appropriate atmosphere such as a selected gas or vacuum and, within this atmosphere, - contacting the substrate surface with the molten castable material surface at locations where the cavity or cavities emerges from the substrate; - applying pressure to the castable material to cause it to infiltrate the substrate cavities; and - solidifying the castable material within the cavities.