Novel glazing with embedded micro-mirrors can significantly reduce the energy consumption due to cooling and lighting in buildings. Especially promising are large arrays of periodic micro compound-parabolic-concentrators (CPCs) with angular-selected transmittance. For the production of micro CPCs, curved sidewall grooves with a controlled optical surface and an aspect ratio of about 2.3 are fabricated on polycarbonate substrates by scanning nanosecond 248-nm excimer laser ablation. The likewise obtained microstructures can be used as master mold for replication. The cross-sections of the micro grooves are characterized by confocal microscopy, and the extracted morphologies are used for the ray-tracing simulation of the optical devices. Prior to the scanning ablation using a suitable mask in the optical path, the depth profiles under static ablation are investigated to identify ablation rate, imaging resolution and produced surface. Interestingly for the width of the mask opening being less than 6 μm, the ablation rate is increased due to optical interference and /or less shielding by debris. Concerning the scanning ablation, the depth of the curved sidewall grooves ranges from 48 μm to 114 μm, corresponding to the width of the groove opening being in the range from 20 μm to 50 μm. The observed final shapes in cross-sections are in good agreement with the design of the mask. For both theoretical and fabricated groove shapes, the angular-selected transmittance profiles predicted from ray-tracing simulations are highly similar. Scanning nanosecond excimer laser ablation is therefore a promising approach for the realization of high-quality micro CPCs.