It's unlikely you'll be able to accomplish your goal. Lasers and high pressure water jets are not the tools for the smallest possible features.
Electrical Discharge Machining (EDM) is capable of fairly impressive performance, but even then, your objective is smaller than the "world's record:"
Engineers and scientists at Cardiff University are appearing in this
year's edition of the Guinness World Records book for the smallest
hole ever drilled -- at least with human-made tools. By using a
process named 'electro-discharge machining' (EDM), they've drilled
holes just 22 microns wide.
The above information is from 2006 and may be out of date.
Another option that has to be rejected would be photo chemical etching. From the linked site:
Chemical etching, or photo chemical machining, offers many advantages
over other milling techniques may not be as accurate or economical.
Doesn’t introduce any sources of mechanical stress: Each part maintains the mechanical properties of the customer’s selected metal (or metal alloy).
Dissolves the unwanted metal via chemical reaction: burring, shearing deformation, and ablative deformation typically associated
with other machining processes are avoidable.
Improves precision: Chemical etching can be used with materials as thin as .0003 inches. Holes can be as small as .004 inches, while
edge dimensions can be within ±10% of a part’s thickness
I think one aspect of the above advantages to approach carefully is the plus or minus ten percent. A piece of stainless steel one to two millimeters thick could have a hole with 100 micron variation over its depth. A hole "as small as 0.004 inches" is 100 microns, far from your desired figure.