In-situ assembly of high thermal conductivity materials in severely confined spaces is an important problem bringing with it scientific challenges, but also significant application relevance. Here we present a simple, affordable and reproducible methodology for synthesizing such materials, composed of hierarchical diamond micro-/nanoparticle scaffolds and an ethylenediamine coating. An important feature of the assembly process is the utilization of ethylenediamine as an immobilizing agent to secure the integrity of the microparticle scaffolds during and after each processing step. After other liquid components employed in the scaffolds assembly dry out, the immobilization agent solidifies forming a stable coated particle scaffold structure. Nanoparticles tend to concentrate in the shell and neck regions between adjacent microparticles. The interface between core and shell, plus the concentrated neck regions of nanoparticles, significantly enhance the thermal conductivity, making such materials an excellent candidate as thermal underfills in the electronics industry, where efficient heat removal is a major stumbling block toward increasing packing density. We show that the presented structures exhibit nearly one order of magnitude improvement in thermal conductivity, enhanced temperature uniformity and reduced processing time compared to commercially available products for electronics cooling, which underpins their potential utility.