Hi Jack,

There are various manufacturing techniques, either mechanically ruling the lines to produce a master. (The gratings you can buy are then cast replicas reproduced from the master) or generating them photographically using holography.  The free Richardson "diffraction grating handbook" is a good reference

http://www.gratinglab.com/Information/Handbook/Handbook.aspx

(they will send you a hardback copy or a google search thows up an (unofficial) on line pdf version for edition 6)

though it does not cover volume phase gratings for example where the "grooves" are actually variations in refractive index in the material, again produced using photography and holography

https://www.noao.edu/noao/noaonews/jun98/node4.html

Robin

Jack

I used to make holographic diffraction gratings for use in the X ray region back in the early 1980s when the technique

was in its infancy. Interference patterns from re-combined laser beams were recorded in photo-resist spun-coated on

a plane or concave substrate. The angle of re-combination of the two beams defined the groove spacing and the groove profile 

could be laminar or blazed depending on the recording geometry. The recorded profile was then ion - etched into the

substrate to form an X-ray resistant grating.

I can send more detail f you are interested

Geoff Ludbrook