We describe novel approaches for the production and characterization of epoxy- and adhesive-free colloidal probes for atomic force microscopy (AFM). Borosilicate glass microspheres are strongly attached to commercial AFM cantilevers exploiting the capillary adhesion force due to the formation of a water meniscus, and then a thermal annealing of the sphere-cantilever system at a temperature slightly below the softening point of borosilicate glass. Controlling the wettability of the surfaces involved turned out to be a crucial element for the control of surface adhesion and for the implementation of a completely adhesive-free production method of colloidal probes. Moreover, we present a statistical characterization protocol of the probe dimensions and roughness based on the AFM inverse imaging of colloidal probes on spiked gratings. We have assessed the influence of defects of the grating on the characterization of the probe, and discussed the accuracy of our characterization technique in comparison to the methods based on scanning electron or optical microscopy, or on the manual analysis of AFM inverse images.