Methods of fabricating large size, high performance multilayer diffraction gratings having a thick substrate that take advantage of reactive ion etching during the fabrication process are provided herein. In one implementation, a method of making a multilayer diffraction grating comprises the steps of: providing a substrate having a thickness of at least 2.0 cm; applying a dielectric structure having a plurality of layers on the substrate; depositing a photoresist; exposing the photoresist to a grating pattern; developing the photoresist to produce the grating pattern in the photoresist; and reactive ion etching to transfer the grating pattern to the dielectric structure. In preferred form, the substrate material of the grating is selected to have low electrical resistivity and high thermal conductivity.