We present a new method to fabricate wedged multilayer Laue lenses, in which the angle of diffracting layers smoothly varies in the lens to achieve optimum diffracting efficiency across the entire pupil of the lens. This was achieved by depositing a multilayer onto a flat substrate placed in the penumbra of a straight-edge mask. The distance between the mask and the substrate was calibrated and the multilayer Laue lens was cut in a position where the varying layer thickness and the varying layer tilt simultaneously satisfy the Fresnel zone plate condition and Bragg's law for all layers in the stack. This method can be used to extend the achievable numerical aperture of multilayer Laue lenses to reach considerably smaller focal spot sizes than achievable with lenses composed of parallel layers.