Diffractive optics are of increasing interest as they can be used to make compact optical components of great complexity. However, they require precision of fabrication on a scale significantly below the operating wavelength in order to achieve high efficiency. We describe a new technique for making multilevel diffractive optics in a single step by the patterning of solid poly methyl methacrylate (PMMA) as opposed to conventional thin films. We have characterized the process to optimize it for development, dose, and beam current. Using the technique we have made blazed diffraction gratings for use in transmission or reflection with efficiencies as high as 83% at a wavelength of 514 nm. The method is excellent for rapid prototyping of designs and we anticipate that it may be used to make embossing masters for lens fabrication into other materials.