The past 15 years have seen an astonishing increase in Nuclear Magnetic Resonance (NMR) sensitivity and accessible pressure range in high-pressure NMR experiments, owing to a series of new developments of NMR spectroscopy applied to the diamond anvil cell (DAC). Recently, with the application of electro-magnetic lenses, so-called Lenz lenses, in toroidal diamond indenter cells, pressures of up to 72 GPa with NMR spin sensitivities of about 10^12 spins/(Hz^1/2) has been achieved. Here, we describe the implementation of a refined NMR resonator structure using a pair of double stage Lenz lenses driven by a Helmholtz coil within a standard DAC, allowing to measure sample volumes as small as 100 pl prior to compression. With this set-up, pressures close to the mega-bar regime (1 Mbar = 100 GPa) could be realised repeatedly, with enhanced spin sensitivities of about 5x10^11 spin/(Hz^1/2). The manufacturing and handling of these new NMR-DACs is relatively easy and straightforward, which will allow for further applications in physics, chemistry, or biochemistry.