Metal nanocones can exhibit several strong plasmonic resonances, which are associated with intense and accessible electromagnetic hot spots. They can thus be used to enhance light-matter interactions or to facilitate location-specific sensing while enabling separation of some non-specific contributions towards the sensing signal. Nanocones and similar 3D structures are often fabricated with the use of the so-called self-shading effect, which occurs during the evaporation of a metal film into circular nanowells. Unfortunately, a full description of a successful deposition process with all the essential details is currently missing in literature. Here we present a detailed view of the fabrication of ordered arrays of conical gold nanostructures using electron beam lithography and gold electron beam evaporation. We show that the symmetry of the fabricated nanostructures is influenced by the lateral position of the substrate on the sample holder during the deposition. Off-axis deposition or tilt of the sample leads to asymmetric nanostructures. When the deposited film is thick enough, or the nanowells narrow enough, the entrance aperture is clogged, and nanocones with sharp tips are formed. In contrast, flat-top truncated cones are produced for thinner films or wider nanowells. All these findings help to identify inherent limits for the production of wafer-scale arrays of such non-planar nanostructures. On the other hand, they also suggest new fabrication possibilities for more complicated structures such as mutually connected nanocones for electrically addressable chips.