Plasma mirrors have become an important tool in high power laser physics due to their ability to suppress laser pre-pulses and amplified spontaneous emission allowing a cleaner and sharper rising edge pulse to be focused onto a target. A PMMA ellipsoidal plasma mirror used to increase the peak intensity of a high power laser pulses before it reaches the target is presented. The ellipse has been designed to increase by a factor 3, between input and output, the F-number of the beam, inducing in theory a factor 9 gain in peak intensity. Diamond machining, which is a technique capable of producing sub-micron accuracy on steep, freeform surfaces, is an ideal process for manufacturing these types of mirrors. In this paper, we discuss the diamond machining requirements to manufacture such near diffraction limited high numerical aperture mirrors.