Mid-infrared spectroscopy enabled by silicon photonics has received great interest in recent years as a pathway for a scalable sensing technology. The development of such devices would realise inexpensive and accessible instrumentation for a wide variety of uses over numerous fields. However, not every sensing application is the same; to produce sensors for real-world scenarios, engineers need flexibility in device design but also need to maintain compatibility with scalable fabrication processes. Sub-wavelength gratings can offer a solution to this problem, as they enable the engineering of optical properties using standard fabrication techniques and without requiring new materials. By using sub-wavelength gratings, specific design approaches can be tailored to different applications, such as increasing the interaction of a sensor with an analyte or broadening the bandwidth of an integrated photonic device. Here, we review the development of sub-wavelength grating-based devices for mid-infrared silicon photonics and discuss how they can be exploited for spectroscopic and sensing devices.