A method of assembling a lancet housing assembly comprising multiple lancets for use in a portable handheld medical diagnostic device for sampling bodily fluids from a skin site of a patient is disclosed. The method includes forming a plurality of lancet structures in a lancet sheet. The lancet sheet has a removable ledge for releasing the lancet structures. The removable ledge of the lancet sheet is flexed for releasing the lancet structures from the removable ledge.