A nested segment assembly and a method of additively manufacturing the same are provided. In one example aspect, the nested segment assembly includes a first component segment and a segment component segment positioned adjacent the first component segment. The first component segment has an end face and a tongue projecting outwardly from the end face. The second component segment defines a groove. The groove is defined at an end face of the second component segment that is adjacent the end face of the first component segment. The first component segment and the second component segment are additively printed such that at least a portion of the tongue of the first component segment is nested within the groove defined by the second component segment. Segmented components having a tesla valve formed therebetween are also provided.