Laser-processed gradient-index (GRIN) lenses and optical interface devices and assemblies that utilize the laser-processed GRIN lenses are disclosed. A GRIN lens assembly includes a cylindrical central section having a GRIN index profile, planar front and back surfaces, an outer surface, and a diameter D1 where 200 micrometers≦D1≦420 micrometers. An annular cladding of outer diameter D2 surrounds the central section outer surface and has front and back annular surfaces and a constant or a varying refractive index. One or both of the front and back annular surfaces may be curved. An optical fiber is optically coupled to the central section at the planar back surface. An optical interface device is formed by operably supporting at least one GRIN lens assembly with a support member. An optical interface assembly is formed by interfacing two optical interface devices.