Self-written waveguides (SWWs) are established to connect different optical elements with each other. They enable a rigid and easy-to-manufacture low-loss optical connection, which can be employed in many optical configurations. To create an optical interconnect, a UV-curable monomer is applied in between two optical elements. If near-UV light is propagated through one end, the monomer starts to polymerize locally and self-traps the light beam due to the increasing refractive index. Subsequently, the surrounding resin can be cured using UV-flood exposure creating a rigid connection between the two components. In recent works, we demonstrated that this technique can be used to connect laser diodes with a polymer waveguide directly without using UV light exposure and that it is also possible to overcome alignment offsets with respect to the optical axis. Here, we investigated how these structures can additionally be used as integrated sensing elements. A detailed analysis of the thermal behavior of the SWWs was performed, which yields an increase of the optical transmission with increasing temperature. We also investigated the implementation of thin-film filters for splitting an SWW in multiple beams, which enables us to create a reference and a sensing arm for measurement applications or to use the filter for wavelength demultiplexing. We performed a detailed investigation of the thermal behaviour and implemented thin-film filters for more complex functional structures.