A conductive interconnect structure comprises a polymeric substrate (e.g., a thermoplastic) and a plurality of compliant conductive microstructures (e.g., conductive carbon nanofibers) embedded in the polymeric substrate. The microstructures can be arranged linearly or in a grid pattern. In response to heating, the polymeric substrate transitions from an unshrunk state to a shrunken state to move the microstructures closer together, thereby increasing an interconnect density of the compliant conductive microstructures. Thus, the gap or pitch between adjacent microstructures is reduced in response to heat-induced shrinkage of the polymeric substrate to generate finely-pitched microstructures that are densely pitched, thereby increasing the current-carrying capacity of the microstructures. The polymeric material can be heated to conform or form-fit to planar and non-planar surfaces/geometries, and can be selectively heated at various portions to tailor or customize the interconnect density of the microstructures at selected portions. Associated electrical conducting assemblies and methods are provided.