We present an electromagnet combining a large number of windings in a constrained volume with efficient cooling. It is based on bulk copper where a small pitch spiral is cut out and impregnated with epoxy, forming an ensemble which is then machined at will to maximize the use of the available volume. Water cooling is achieved in parallel by direct contact between coolant and the copper windings. A pair of such coils produces magnetic fields suitable for exploiting the broad Feshbach resonance of $^6$Li at 832.2 G. It offers a compact and cost-effective solution for quantum gas experiments.