A local exposure of UV-sensitive polymers leads to a local curing. This corresponds to a saturable and irreversible nonlinear change of the refractive index, which evidently leads to a filamentation of the hardening polymer. This paper investigates the physical background of these effects and analyzes how the different influencing factors could be used for a steered, partly self-written formation of micro-optical structures. The structure formation is simulated on the basis of an iterative beam propagation method with consideration of a set of process parameters, e.g., the photoinitiator concentration or the exposure intensity. It is shown theoretically as well as experimentally that a variation of material- and exposure-specific process parameters gives opportunities for a controlled structure formation. The experimental realization of a configuration by use of a beam shaper within a UV contact exposure process is presented by means of the preparation of high-aspect-ratio conic structures.