We are fabricating sub-collimating X-ray grids that are to be used in an instrument for the High Energy Solar Spectroscopic Imager (HESSI), a proposed NASA mission. The HESSI instrument consists of twelve rotating pairs of high aspect ratio, high Z grids, each pair of which is separated by 1.7 meters and backed by a single Ge detector. The pitch for these grid pairs ranges from 34 micrometers to 317 micrometers with the grid slit openings being 60% of the pitch. For maximum grid X-ray absorbing with minimum loss of the solar image, the grid thickness-to-grid-slit ratio must be approximately 50:1, resulting in grid thicknesses of 1 to 10 millimeters. For our proof-of-concept grids we are implementing a design in which a 34 micrometers pitch, free-standing PMMA grid is fabricated with 20 micrometers wide slits and an 800 micrometers thickness. Stiffeners that run perpendicular to the grid are placed every 500 micrometers . After exposure and developing, metal, ideally gold, is electrodeposited into the free-standing PMMA grid slits. The PMMA is not removed and the metal in the slits acts as the X-ray absorber grid while the PMMA holds the individual metal pieces in place, the PMMA being nearly transparent to the X-rays coming from the sun. For optimum imaging performance, the root-mean-square pitch of the two grids of each pair must match to within 1 part in 10000 and simultaneous exposures of stacked sheets of PMMA have insured that this requirement is met.