Advances in technology are driving optical systems to become more and more complex and compact. Ultra-precision machining centers have advanced to catch up with optical designs but there is a defined set of methods defining the use of the machines to manufacture complex optics and optical systems. These ultra-precision machines are capable of producing optical surfaces with less than a micrometer of form error and sub-nanometer surface roughness. There are three main methods of ultra-precision manufacturing of optics: diamond turning, ultra precision grinding, and diamond micro-milling. A key advantage of diamond micro-milling is its ability to manufacture surfaces with steep slopes, large sag, and hard to reach areas. The optical systems in head up displays, head worn displays, virtual reality systems, and augmented reality systems push standard diamond turning operations beyond its slope and access capability. These applications are where diamond micro-milling comes in. Optical designs used in the before mentioned applications typically consist of multiple optical surfaces on multiple sides of a single substrate. Machining multiple features on different sides of an optic or optical system remains a challenge. These systems have been manufactured in the past but there is little to no documentation on how these systems were manufactured.The goal of this is to provide insight on the manufacturing methodology that was developed and used to manufacture complex multi-sided optical systems that require re-fixturing during the manufacturing process. Two optical systems were manufactured. The lessons learned during the manufacturing of the first system were evaluated and changes were implemented for the manufacturing of the second system. Cutting parameters and coolants were tested and developed such that optical surfaces could be achieved in a polycarbonate substrate used for prototyping. A surface roughness of 11.7 nm rms was achieved through a developed diamond milling process. The manufacturing methodology developed in this thesis includes diamond milling tool setup, fixturing design, and a manufacturing process which defines how the optical surfaces remain referenced to each other during the re-fixturing of the optical system. A functional multi-sided optical system was successfully manufactured using the defined methodology. Future work includes the development of a metrology methodology for these types of systems and the development of a cost-effective rapid production manufacturing process.