A method of forming a probe array includes forming a layer of tip material over a block of probe material. A first electron discharge machine (EDM) electrode is positioned over the layer of tip material, the EDM electrode having a plurality of openings corresponding to a plurality of probes to be formed. Excess material from the layer of tip material and the block of probe material is removed to form the plurality of probes. A substrate having a plurality of through holes corresponding to the plurality of probes is positioned so that the probes penetrate the plurality of through holes. The substrate is bonded to the plurality of probes. Excess probe material is removed so as to planarize the substrate.