In micro electrical discharge machining (micro-EDM), the precision fabrication of cylindrical micro rods is difficult to achieve with a high processing efficiency. In order to overcome this challenge, this paper proposes a new processing method, which is denoted as twin-mirroring-wire tangential feed micro electrical discharge grinding (TMTF-WEDG). The machining principle, characteristics, and realization of the new method are firstly introduced. Then, the advantages of TMTF-WEDG in terms of machining efficiency and accuracy are demonstrated. The experimental results have shown that the machining efficiency can be increased to more than 70% in comparison with conventional tangential-feed wire electrical discharge grinding. It has also been proved that a minimum removal of material corresponding to a reduction of less than 1 μm in the diameter of a micro rod can be obtained by TMTF-WEDG. This considerably helps in improving the accuracy and repeatability of the machining process. A deviation of less than 1 μm on the diameter of a micro rod has been obtained in a length range of 800 μm. The process repeatability in machining five micro rods has been established to be below 2 μm. The proposed method is therefore of great significance for improving the machining efficiency and ensuring a high precision in the shaping process of cylindrical micro rods.