We report on novel focused ion beam fabrication techniques that can greatly improve the optical performance of photonic crystal structures. The finite depth and conicity effects of holes and trenches in Lithium Niobate (LN) photonic crystals have been theoretically analyzed, showing that the conicity causes refraction into the bulk sample, resulting in high transmission loss and no useful spectral features. The techniques for reducing the conicity angle from 25° to 5° were explained for the focused ion beam (FIB) milled structures.