We demonstrate that ion-beam lithography can be applied to the fabrication of rotationally parabolic refractive diamond X-ray micro-lenses that are of interest to the field of high-resolution X-ray focusing and microscopy. Three single half-lenses with curvature radii of 4.8 µm were produced and stacked to form a compound refractive lens, which provided diffraction-limited focusing of X-ray radiation at the P14 beamline of PETRA-III (DESY). As shown with SEM, the lenses are free of expressed low- and high-frequency shape modulations with a figure error of < 200 nm and surface roughness of 30 nm. Precise micro-manipulation and stacking of individual lenses are demonstrated, which opens up new opportunities for compact X-ray microscopy with nanometer resolution.