Non-centrosymmetric Potassium Di-hydrogen Phosphate (KH2PO4 or KDP) is arguably the most extensively studied nonlinear optical crystal in history. It has prolific applications ranging from simple laser pointers to laser inertial confinement fusion systems. Fundamental physics dictates that in a bulk optical medium the molecular structure and packing arrangements must possess non-centrosymmetric properties in order to give rise to a significant second-order nonlinear optical susceptibility with which optical second-harmonic generation (SHG) can be realized. Here, we report room-temperature quasione-dimensional self-assembled, single-crystalline KDP hexagonal hollow-core and solid-core micro-structures with a highly centro-symmetric molecular structure and a packing arrangement identical to the type IV KDP monoclinic crystal phase that has only been seen at extremely high pressure (1.6 Gbar) and thought not to exist under ambient conditions. We show that highly efficient optical SHG arises from a weak-symmetry-breaking twin crystal lattice in these centro-symmetric self-assembled microstructures of volumes <10-3 mm^3, which would be otherwise strongly forbidden.