Embodiments of an electromagnetic coil assembly are provided, as are methods for the manufacture of an electromagnetic coil assembly. In one embodiment, the method for manufacturing an electromagnetic coil assembly includes the steps of providing a braided aluminum lead wire having a first end portion and a second end portion, brazing the first end portion of the braided aluminum lead wire to a first electrically-conductive interconnect member, and winding a magnet wire into an electromagnetic coil. The second end portion of the braided aluminum lead wire is joined to the magnet wire after the step of brazing.