A method of fabricating a liquid-cooled heat sink assembly, including: providing a heat transfer element including a heat transfer base having opposite first and second sides, and a plurality of thermally conductive fins extending from the first side of the heat transfer base, the second side of the heat transfer base to couple to a component(s) to be cooled; providing a coolant-carrying structure including a coolant-carrying base and a coolant-carrying compartment through which liquid coolant flows, the coolant-carrying base including a plurality of fin-receiving openings sized and positioned for the plurality of thermally conductive fins of the heat sink base to extend through; and attaching the heat transfer element and coolant-carrying structure together with the plurality of thermally conductive fins extending through the fin-receiving openings in the coolant-carrying base into the coolant-carrying compartment.