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