A variety of particle and astrophysics experiments have identified that, to the best of our knowledge, the standard model of particle physics is incomplete. In particular, the nature of dark matter and a complete understanding of the neutrino still evade our understanding. In order to make progress on these questions, more precise and sensitive measurements are needed. This dissertation will describe my efforts building particle detectors to study the nature of dark matter and neutrinos. Chapters on the HeRALD experiment will focus on the implementation of a superfluid helium detector for dark matter, and chapters on Ricochet will discuss my work towards a modular transition-edge sensor with applications to coherent elastic neutrino-nucleus scattering
