Synthetic anti-ferromagnetic nanoparticles (SAFs) are a novel type of magnetic nanoparticle (MNP) fabricated using nanoimprint lithography, direct deposition of multilayer films and retrieval in liquid phase via an 'etching' release process. Such physical fabrication techniques enable accurate control of particle shape, size and composition. We systematically varied the processing conditions to produce different configurations of SAF nanoparticles and performed extensive characterization using transmission electron microscopy (TEM) and alternating gradient magnetometry (AGM) to study their corresponding structural and magnetic behavior. A key focus of this paper is the preparation of TEM cross-section specimens of SAF nanoparticles for their structural characterization. This is not a trivial task, but is useful and revealing in terms of structural features. A major finding from our study shows that the introduction of oxygen during deposition of the copper release layer gives significantly improved flatness of the multilayer structure but no significant change in the magnetic properties. Magnetic measurements show that these nanoparticles have nearly zero magnetic remanence, a linear response of magnetization and more than twice the saturation magnetization compared to iron oxide nanoparticles.