A Conductor on Molded Barrel (COMB) magnet assembly optimized for High Temperature Superconducting (HTS) materials. The magnet assembly comprises a magnetic coil(s) carried by a conductor support structure and configured in cosine-theta geometry. Created using additive manufacturing, the conductor support structure features a continuous cable channel that fittedly carries and positions elongated straight portion(s) of the magnetic coil(s) parallel to a magnetic axis. The conductor support structure may be cylindrically shaped and longitudinally bored, with the continuous cable channel comprising an outer channel portion (distal on the cylinder) and an inner channel portion (proximal on the cylinder). A transition hole that joins the outer channel portion and the inner channel portion allows a single magnetic coil to be wound along both the outer and inner surfaces of the conductor support structure. The conductor support structure may be fabricated as longitudinally-symmetrical halves, and secured for operation using azimuthal and/or midplane shims.