We present a novel process to fabricate high index contrast waveguides in boro-aluminosilicate glass based on differential thermal post-annealing. Firstly, large high index contrast multimode waveguides are inscribed and subsequently annealed to achieve single-mode operation. We applied this technique to significantly increase the throughput of 3D astrophotonic devices and to demonstrate anti-resonant (ARROW) guiding in a laser written structure for the first time.