We present a way to fabricate high-aspect-ratio silicon microcavity arrays which can be used for the investigation of confinement-induced ordering phenomena within colloid solutions. In these studies, the microcavity arrays serve as containers for confinement of the colloid. X-ray diffraction measurements on empty gratings enable the characterization of the container shape, and the same method can be used to detect ordering phenomena in colloid-filled gratings. Simulations assuming a periodic density profile in the grating gaps show that a clear change in the scattered X-ray intensity can be expected.