We put forward a co-axial pump(optical)-probe(X-rays) experimental concept and show performance of the optical component. A Bessel beam generator with a central 100 micrometers-diameter hole (on the optical axis) was fabricated using femtosecond (fs) laser structuring inside a silica plate. This flat-axicon optical element produces a needle-like axial intensity distribution which can be used for the optical pump pulse. The fs-X-ray free electron laser (X-FEL) beam of sub-1 micrometer diameter can be introduced through the central hole along the optical axis onto a target as a probe. Different realisations of optical pump are discussed. Such optical elements facilitate alignment of ultra-short fs-pulses in space and time and can be used in light-matter interaction experiments at extreme energy densities on the surface and in the volume of targets. Full advantage of ultra-short 10 fs X-FEL probe pulses with fs-pump(optical) opens an unexplored temporal dimension of phase transitions and the fastest laser-induced rates of material heating and quenching. A wider field of applications of fs-laser-enabled structuring of materials and design of specific optical elements for astrophotonics is presented.