Refractive micro-optical components are typically limited in their surface profiles to focusing lenses (spherical or parabolic) and axicons (conical). For axi-symmetric lenses, the parabolic shape can be described as the distance from the axis to the power of two up to a scaling coefficient. The fabrication of three-dimensional surface reliefs in hard substrates is challenging even for such traditional optical elements like lenses and axicons. With the advent of focused ion beam milling systems with high-brightness inductively-coupled plasma sources rapid prototyping of optical devices without a constraint on the surface profile is becoming possible. Here we demonstrate the fabrication of cylindrical lenses with the profile-exponent between 1.5 and 2.5 using 200 nA of focused Xe ions to directly and rapidly carve the desired profiles. Furthermore, we fabricated the micro-optical elements directly in single-crystal lithium niobate - an exciting optoelectrical material with a high refractive index of >2.2. Due to its high inertness and resistance to most etchants, lithium niobate has the reputation of being difficult to use for the realization of photonic nanostructures, however, its gray-scale patterning by direct milling with noble and heavy Xe ions is straightforward. We analyzed the optical performance and beam-shaping properties of the fabricated microlenses by collecting series of intensity profiles at various planes and compared the experimental results with the numerical simulations. The results indicate that free-form optical elements allow enhancement of various optical properties, such as extension of the depth-of-focus and resolution improvement.