An understanding of the mechanical response of modern engineering alloys to complex loading conditions is essential for the design of load-bearing components in high-performance safety-critical aerospace applications. A detailed knowledge of how material behaviour is modified by fatigue and the ability to predict failure reliably are vital for enhanced component performance. Unlike macroscopic bulk properties (e.g. stiffness, yield stress, etc.) that depend on the average behaviour of many grains, material failure is governed by `weakest link'-type mechanisms. It is strongly dependent on the anisotropic single-crystal elastic-plastic behaviour, local morphology and microstructure, and grain-to-grain interactions. For the development and validation of models that capture these complex phenomena, the ability to probe deformation behaviour at the micro-scale is key. The diffraction of highly penetrating synchrotron X-rays is well suited to this purpose and micro-beam Laue diffraction is a particularly powerful tool that has emerged in recent years. Typically it uses photon energies of 5-25 keV, limiting penetration into the material, so that only thin samples or near-surface regions can be studied. In this paper the development of high-energy transmission Laue (HETL) micro-beam X-ray diffraction is described, extending the micro-beam Laue technique to significantly higher photon energies (50-150 keV). It allows the probing of thicker sample sections, with the potential for grain-level characterization of real engineering components. The new HETL technique is used to study the deformation behaviour of individual grains in a large-grained polycrystalline nickel sample during in situ tensile loading. Refinement of the Laue diffraction patterns yields lattice orientations and qualitative information about elastic strains. After deformation, bands of high lattice misorientation can be identified in the sample. Orientation spread within individual scattering volumes is studied using a pattern-matching approach. The results highlight the inability of a simple Schmid-factor model to capture the behaviour of individual grains and illustrate the need for complementary mechanical modelling.