To solve the difficulty of ensuring the shape accuracy of micro grooves in a micro device, a new method of using multi-station shape-angle electrodes through Electrical Discharge Machining (EDM) was proposed. A total of 304 stainless steel samples were used as workpiece materials, and pure copper and copper-tungsten alloy (W75%) were selected and compared as electrode materials. To reduce the influence of electrode wear and installation error, multi-station shape-angle electrodes were machined by low-speed Wire-cut EDM (WEDM), and then a 16° and 0.36-mm-depth groove was formed by EDM. Results show that a multi-station shape-angle electrode having enhanced surface quality can be fabricated using a lower feed rate, a constant speed, and multiple cutting through WEDM. The forming accuracy of the grooves was improved with the increase in the number of stations, and the forming accuracy of the copper-tungsten alloy was improved as a result of its low loss at the same station number. Therefore, a six-station copper-tungsten electrode was used to machine the workpiece with a sharp angle of 16.3° (relative error of 1.9%), a 0.356-mm depth (relative error of 1.1%), and improved form accuracy. This method can meet the processing accuracy and application requirements of sharp grooves in a micro device.