The Linac Coherent Light Source is upgrading its machine to high repetition rate and to extended ranges. Novel coatings, with limited surface oxidation, which are able to work at the carbon edge, are required. In addition, high-resolution soft X-ray monochromators become necessary. One of the big challenges is to design the mirror geometry and the grating profile to have high reflectivity (or efficiency) and at the same time survive the high peak energy of the free-electron laser pulses. For these reasons the experimental damage threshold, at 900 eV, of two platinum-coated gratings with different blazed angles has been investigated. The gratings were tested at 1° grazing incidence. To validate a model for which the damage threshold on the blaze grating can be estimated by calculating the damage threshold of a mirror with an angle of incidence identical to the angle of incidence on the grating plus the blaze angle, tests on Pt-coated substrates have also been performed. The results confirmed the prediction. Uncoated silicon, platinum and SiB3 (both deposited on a silicon substrate) were also investigated. In general, the measured damage threshold at grazing incidence is higher than that calculated under the assumption that there is no energy transport from the volume where the photons are absorbed. However, it was found that, for the case of the SiB3 coating, the grazing incidence condition did not increase the damage threshold, indicating that the energy transport away from the extinction volume is negligible.