The combination of microfluidics and X-ray methods attracts a lot of attention from researchers as it brings together the high controllability of microfluidic sample environments and the small length scales probed by X-rays. In particular, the fields of biophysics and biology have benefited enormously from such approaches. We introduce a straightforward fabrication method for X-ray compatible microfluidic devices made solely from cyclic olefin copolymers. We benchmark the performance of the devices against other devices including more commonly used Kapton windows and obtain data of equal quality using small angle X-ray scattering. An advantage of the devices presented here is that no gluing between interfaces is necessary, rendering the production very reliable. As a biophysical application, we investigate the early time points of the assembly of vimentin intermediate filament proteins into higher-order structures. This weakly scattering protein system leads to high quality data in the new devices, thus opening up the way for numerous future applications.