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In this work, we discuss the management of radiation loss in photonic waveguides. As an experimental basis, we introduce a new technique of fabricating waveguides with tunable loss, which is particularly useful when implementing non-Hermitian (PT-symmetric) systems. To this end, we employ laser-written waveguides with a transverse sinusoidal modulation, which causes well-controllable radiation losses of almost arbitrary amount. Numerical simulations support our experimental findings. Our study shows that the radiation loss not only depends on the local waveguide curvature but also is influenced by interference effects. As a consequence, the loss is a nonmonotonous function of the bending parameters, such as period length.