Multilayer Laue lenses are diffractive optics for hard X-rays. To achieve high numerical aperture and resolution, diffracting structures of nanometer periods are required in such lenses, and a thickness (in the direction of propagation) of several micrometers is needed for high diffracting efficiency. Such structures must be oriented to satisfy Bragg's law, which can only be achieved consistently over the entire lens if the layers vary in their tilt relative to the incident beam. The correct tilt, for a particular wavelength, can be achieved with a very simple technique of using a straight-edge mask to give the necessary gradient of the layers. An analysis of the properties of lenses cut from such a shaded profile is presented and it is shown how to design, prepare, and characterize matched pairs of lenses that operate at a particular wavelength and focal length. It is also shown how to manufacture lenses with ideal curved layers for optimal efficiency.