At scales appropriate to the National Ignition Facility, calculations indicate double shell capsules reach ignition conditions with room temperature fuel. Los Alamos is laying the groundwork for these double shell ignition targets with a preliminary campaign on Nova. The target design features a 260 μm O.D. inner glass capsule with an I.D. of approximately 200 μm, containing deuterium gas, centered inside a machined polymer shell. The central capsule was supported either with a 30 mg/cc foam or with two polymer films, each less than 0.1 μm in thickness. The materials, machining, assembly, and characterization of the targets are discussed.