In the framework of the CERN R\&D activities for the Beam Dump Facility (BDF), different target prototypes were fabricated. They are cylinders made of refractory metals, clad with a tantalum layer by means of Hot Isostatic Pressing (HIP). High residual stresses resulting from the HIP cycle are expected and its assessment is indispensable to validate the targets thermo-mechanical simulations. Techniques such as hole drilling, X-ray diffraction and microscale Focused Ion Beam (FIB) ring-core milling followed Digital Image Correlation (DIC) analysis were employed to determine and understand the residual stress distribution in those parts. The presented Master's thesis has been developed at CERN Engineering department (EN), in the Materials and Metrology group (MME) under the direct supervision of Josep Busom Descarrega (CERN) Ana Teresa Pérez Fontenla (CERN) and Raino Mikael Larsen (Aalborg University).