We have built a third generation X-Ray Micro-Diffractometer (XRMD) which is capable of examining the structure of single grains as small as 3 microns by utilizing, in part, cylindrical or conical glass capillaries as x-ray focusing optics. The idea of using capillaries as total reflection focusing optics for x-ray diffraction is not new. However, these capillaries were usually of poor quality with inner diameters nominally larger than 10 microns, and due to the general unavailability of scanning XRMDs, and high brilliancy sources, they were used primarily with back reflection cameras. Cylindrical precision bore capillaries with thick internal walls, smooth enough to be suitable for use as total reflection x-ray focusing elements, are now commercially available in long sections with inner diameters as small as 10 microns. A methodology was established to fabricate, in-house, conical capillaries with inner diameters less than 3 microns and various taper geometries. Using such focusing elements the gain in the diffracted intensity, over that achievable using a simple aperture approach, could be varied up to 4X and 30X for cylindrical and conical capillaries respectively, by varying the capillary geometry, and are discussed below.