Tunable nanoscale shaping of X-ray waves remains as an open challenge of critical importance for applications in high-resolution X-ray spectroscopy and imaging. In contrast to this high photon energy regime, shaping of light waves in the visible and infrared regimes is routinely undertaken in a vast range of applications by means of abundantly available optical components. However, analogous optical elements are scarcer for X-rays. Here, we propose a new paradigm based on van der Waals (vdW) materials for shaping X-ray waves directly at the source. By inducing strain and bending on vdW materials, we control their interaction with free electrons in a manner that tunes the emission of X-rays and forms caustic X-ray beams. The geometry of the vdW material alters the caustic beam properties, including its focal length, spot size, and diffraction-free length. The ability to integrate X-ray shaping into the electron-driven emission process bypasses the efficiency limits of current optical techniques in this spectral regime. Looking forward, by shaping X-ray wave interference at the atomic scale we open new horizons in high-resolution X-ray science.