We measured mechanical properties and dynamic assembly of actin networks with a new method based on magnetic microscopic cylinders. Dense actin networks are grown from the cylinders' surfaces using the biochemical Arp2/3-machinery at play in the lamellipodium extension and other force-generating processes in the cell. Under a homogenous magnetic field the magnetic cylinders self-assemble into chains in which forces are attractive and depend on the intensity of the magnetic field. We show that these forces, from piconewtons to nanonewtons, are large enough to slow down the assembly of dense actin networks and controlled enough to access to their non linear mechanical responses. Deformations are measured with nanometer-resolution, well below the optical resolution. Self-assembly of the magnetic particles into chains simplifies experiments and allows for parallel measurements. The combination of accuracy and good throughput of measurements results in a method with high potential for cell and cytoskeleton mechanics. Using this method, we observed in particular a strong non linear mechanical behavior of dense branched actin networks at low forces that has not been reported previously.