We present an optical system based on two toroidal mirrors in a Wolter configuration to focus broadband XUV radiation. Optimization of the focusing optics alignment is carried out with the aid of an XUV wavefront sensor. Back-propagation of the optimized wavefront to the focus yields a focal spot of 3.6$times$4.0 $mu$m$^2$ full width at half maximum, which is consistent with ray-tracing simulations that predict a minimum size of 3.0$times$3.2 $mu$m$^2$. This work is important for optimizing the intensity of focused high-order harmonics in order to reach the nonlinear interaction regime.