The no-insulation (NI) high temperature superconductor (HTS) winding technique enables the fabrication of highly compact magnets with self-quench protection. NI pancake coils are implemented to develop a 28 T HTS magnet for the operation of a 792 GHz gyrotron, which is a microwave source for dynamic nuclear polarization nuclear magnetic resonance. To this end, three NI all-GdBCO double pancake (DP) magnets were fabricated using different winding diameters and procedures. The objective was to explore different mechanical coil protection mechanisms at high magnetic fields, including clamping, overband, and solder impregnation. Experiments in liquid helium using magnets with winding diameters of 18 mm, 25 mm, and 66 mm yielded a center field of 14.4 T, 11.2 T, and 8.1 T, respectively. The maximum currents applied to the DP magnets ranged from 780 A to 1000 A. Both the 18 mm and 66 mm DP coils contained 400 m (2 × 200 m) HTS tape, while the 25 mm seamless DP coil consisted of only one continuous 200 m HTS tape. The 25 mm magnet with solder impregnation showed the best repeatability, although the current density was reduced owing to the solder thickness between the coil windings. Critical to the implementation of such coils in liquid helium is to effectively transfer high currents to the magnet, while not compromising the helium boil-off. Furthermore, the design of hybrid copper-HTS current leads capable of carrying current larger than 1000 A from room temperature to the HTS magnet at 4.2 K is presented. The implementation of liquid nitrogen-cooled hybrid copper-HTS current leads reduced the helium boil-off and permitted independent temperature control of the current leads.