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ABSTRACTThe recent construction of free electron lasers allows extending laboratory-based laser experiments to shorter wavelengths, accessing wavevectors typical of nanoscale dynamics and adding element and chemical state specificity by exploiting electronic transitions from core levels. The high pulse energies available ensure that this new wavelength range can be advantageously used for nonlinear optics, as in the pioneering case of transient grating spectroscopy: a time-resolved four-wave mixing technique in which two pump pulses are crossed at the sample to generate a spatially periodic excitation whose dynamics is monitored via diffraction of a probe pulse. We will show how extreme ultraviolet photon pulses have been successfully deployed in the last seven years to carry out transient grating experiments, mainly performed at the FERMI free electron laser, addressing a variety of scientific questions, ranging from the study of thermal transport in semiconductors approaching the ballistic regime to the modelling of ultrafast demagnetization at the nanoscale. We will also discuss possible future developments of the transient grating method specifying the impact this could have in various fields of scientific research ranging from molecular chirality to spintronics.