Second-generation thin-film Cu(In, Ga)Se2 (CIGS) solar cells are a well-established photovoltaic technology with a record power conversion efficiency of 23.6%. However, their reliance on critical raw materials, such as In and Ga, requires new approaches to reduce the amount of critical raw materials employed. The micro-concentrator concept involves the combination of thin-film photovoltaic technology with concentrator photovoltaic technology. This approach reduces the size of the solar cell to the micrometer range and uses optical concentration to collect sunlight from a larger area, focusing it onto micro solar cells. This work is devoted to the development of a process for manufacturing pre-structured substrates with regular arrays of holes with 200 and 250 µm diameters inside a SiOx insulating matrix. Subsequently, a Cu–In–Ga precursor is deposited by sputtering, followed by photoresist lift-off and the application of a Cu–In–Ga thermal annealing at 500 °C to improve precursor quality and assess pre-structured substrate stability under elevated temperatures. Finally, a two-stage selenization process leads to the formation of CIGS absorber micro-dots. This study presents in detail the fabrication process and explores the feasibility of a bottom-up approach using pre-structured substrates, addressing challenges encountered during fabrication and providing insights for future improvements in CIGS absorber materials.