Diffraction Grating object in NS mode only has one face definable. The latest release has 12 parameters by default but if set the last parameter to be non-zero values you could define more parameters for the grating formula used.
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To have a grating with both sides definable, simply use two Diffraction Grating objects; having one them rotate about y-axis by 180 degree. Applying nesting rule ZEMAX will consider them as one single entity.