Transition metal dichalcogenides (TMDs) attract significant attention due to their exceptional optical, excitonic, mechanical, and electronic properties. Nanostructured multilayer TMDs were recently shown to be highly promising for nanophotonic applications, as motivated by their exceptionally high refractive indices and optical anisotropy. Here, this vision is extended to more sophisticated structures, such as periodic arrays of nanodisks and nanoholes with ultra sharp walls, as well as proof-of-concept all-TMD waveguides and resonators. Specific focus is given to various advanced nanofabrication strategies, including careful selection of resists for electron beam lithography and etching methods, especially for non-conductiven but relevant for nanophotonic applications substrates, such as SiO₂. The specific materials studied here include semiconducting WS₂, in-plane anisotropic ReS₂, and metallic TaSe₂, TaS₂, and NbSe₂. The resulting nanostructures can potentially impact several nanophotonic and optoelectronic areas, including high-index nanophotonics, plasmonics and on-chip optical circuits. The knowledge of TMD material-dependent nanofabrication parameters developed here will help broaden the scope of future applications of all-TMD nanophotonics.