Miniaturization is governed by the precise and accurate micro-machining operations of various applications. Micro-EDM has emerged as a feasible method for attaining microscale high-precision drilling. The present paper aims to conduct an experimental investigation for drilling micro-holes on copper using the Alumina (Al2O3) powder mixed Micro-EDM technique. Process parameters, including voltage, feed rate, and powder concentration, are varied in experimentation to evaluate their impact on response measures like MRR, TWR, taper angle, and aspect ratio. ANOVA determines the individual contribution of process parameters on each response measure. Voltage is the primary factor influencing MRR (93.5%), TWR (58.24%), and aspect ratio (67.3%), whereas the interaction effect of voltage with powder concentration primarily affects the taper angle (32.36%). Furthermore, the GRA method has optimized the multiple parameters for different responses. The optimum combination of parameters was obtained at a voltage of 125 V, powder concentration of 0.8 g/L, and tool travel speed of 9 µm/s at which better responses are received. The results obtained from FESEM analyses indicate that utilizing alumina (Al2O3) Nano-powder in the dielectric fluid leads to improved effectiveness and reduces the formation of micro-cracks, and micro-voids. Furthermore, the formation of recast layer is reduced by 36.49% as compared to without powder mixed EDM oil during micro-drilling operations.