Concentrator photovoltaic (CPV) technologies provide the highest photovoltaic conversion efficiency but remain too expensive for very large scale development. Reduction of the dimension (micro-CPV) is a promising approach towards cost reduction but necessitates sub-millimeter-scale high efficiency solar cells. In this paper, we review the challenges faced by sub-millimeter-scale solar cells for application in micro-CPV. We show that plasma etching processes are necessary to fabricate sub-millimeter-scale high-efficiency solar cells to avoid a waste of material in the isolation and dicing lines. We also show that despite the cell performance is known to degrade when the dimension of the cell is downscaled, this degradation can be negligible when optimized etching and passivation processes are used and when the cell operates under high concentration (<500x). The through-cell via contact architecture is a promising approach to avoid bus bars on the front side and therefore optimize the wafer usage and minimize dark current. Combining all these solutions, we claim that sub-millimeter-scale high efficiency solar cells as small as 0.01 mm2 can be fabricated with more than 90% of wafer material used for photovoltaic conversion and without performance degradation when operating under 1,000x concentration compared to 1 mm2 solar cells operating under 500x concentration. Challenges on characterization and in-line metrology remain to be solved and manufacturing lines need now to be adapted to provide commercial solutions for micro-CPV.