Progress in colloid self-assembly crucially depends on finding preparation methods for anisotropic particles with recognition motifs to facilitate superstructure formation. Here, we demonstrate for the first time that Direct Laser Writing (DLW) can be used to fabricate uniform populations of anisotropic cone particles, suitable for shape recognition-driven self-assembly. Depletion forces guide the self-assembly into supracolloidal polymers and we model the polymerization using Carothers relationship. The resulting supracolloidal fibrils undergo hierarchical ordering and form nematic liquid-crystalline domains. While long-range nematic order has already been reported for external field-driven colloidal assembly, this could not be observed based on self-assembled colloidal superstructures so far. Our study opens avenues for using DLW to prepare designed colloids on demand, and study the self-assembly of previously inaccessible colloidal building blocks.