We consider the time-harmonic electromagnetic scattering problem from a finite planar or curved, infinitesimally thin, frequency selective surface (FSS), the periodic unit cells of which are constituted, exclusively, by electric conductors and free-space. In order to avoid the meshing of these cells, the problem is solved by employing an integral equation formulation in conjunction with approximate impedance boundary conditions (IBC) prescribed on the sheet that models the FSS. The impedance in the IBC is derived from the exact reflection coefficient calculated, for the fundamental Floquet mode, on the infinite planar FSS illuminated by a plane-wave at a given incidence. When the FSS is curved, and/or the direction of the incident wave is unknown, higher order IBCs are proposed that are valid in a large angular range and can be implemented in a standard method of moments formulation. Also, a simple technique is presented that allows to reproduce the radiating Floquet modes in the scattered field even though those are not accounted for in these IBCs. Their numerical efficiencies are evaluated for a curved strip grating translationally invariant along one direction. Finally, we present an alternative approach where the impedance is approximated by its truncated Fourier series, that considerably enhances the accuracy of the results at the cost, however, of a denser mesh of the sheet.