A method of assembling an optical relay assembly including forming a line of optical components within an optical component aligning groove of a first base member and directing the line of optical components from the optical component receiving groove into a cylinder covered by a shrinkable tube. The cylinder, line of optical components and shrinkable tube are then positioned within a cylinder receiving groove of a second base member and the line of optical components are extruded from the cylinder into the shrinkable tube. The line of optical components and shrinkable tube are advanced along the cylinder receiving groove and through a heating area for shrinking the shrinkable tube about the line of optical components.