We have recently developed a technique for fabricating SNS junctions in MgB₂ thin films using a focused ion beam. These junctions show a strong modulation of the critical current by applied magnetic field and microwaves. They also show large I_cR_N products in excess of 1 mV at 4.2 K making them attractive candidates for a range of superconducting electronics applications. We have made SQUIDs with directly coupled pick-up loops using this technique which show large voltage modulations (175 μV at 10 K) and noise comparable to HTS SQUIDs. Here we will present an overview of our devices along with our latest results.