Embodiments of an electromagnetic coil assembly are provided, as are embodiments of producing an electromagnetic coil assembly. In one embodiment, the electromagnetic coil assembly includes a coiled magnet wire, an inorganic electrically-insulative body encapsulating at least a portion of the coiled magnet wire, a lead wire extending into the inorganic electrically-insulative body to the coiled magnet wire, and a first tapered crimp joint embedded within the inorganic electrically-insulative body. The first tapered crimp joint mechanically and electrically connects the lead wire to the coiled magnet wire.