Single-particle small-angle X-ray scattering (SP-SAXS) at X-ray free electron lasers (XFELs) enables quantitative analysis of morphological heterogeneity that is fundamentally inaccessible to ensemble-averaged in situ techniques. By recording diffraction snapshots from isolated particles, SP-SAXS resolves low-contrast, less abundant, or transient species within heterogeneous particle populations that would otherwise remain hidden to conventional X-ray techniques. We demonstrate this unique capability by investigating the solvothermal formation of CoO nanocrystal assemblies from a Co(acac)3 precursor in benzyl alcohol. The single-particle data revealed amorphous, uniform-density Co(acac)2 spheres as transient intermediates that directly crystallize into cavernous CoO nanocrystal assemblies, explaining why CoO forms as hierarchical aggregates rather than as isolated nanocrystals. These results establish SP-SAXS as a uniquely powerful framework for uncovering nonclassical nanoparticle formation pathways hidden in ensemble measurements.