X-ray imaging techniques based on grating interferometers rely on transmission gratings to detect x-ray refraction and scattering in a sample. Gratings periods below 2 microns are challenging to realize due to the high aspect ratio of the structures. We propose a method to fabricate transmission gratings with sub-micron periods over centimeter areas by multilayer coating of a staircase (echelle) substrate. The advantage of this approach is the high aspect ratio of multilayer coating and the large area of the echelle substrate. The staircase pattern is etched on the surface of a silicon wafer through anisotropic etching. Multiple layers are deposited on the horizontal surfaces of the stairs by magnetron sputtering in a single run. The layers alternate between two materials of different absorption coefficients or refractive indices. The layer thickness d is designed to be (stair height)/2N, where 2N is the total number of layers. The incident xray beam is parallel to the layers and oblique to the wafer surface. Each stair of the echelle substrate forms a micro grating of period 2d, and the array of micro gratings together act as a single grating over a large area given the right continuity conditions. The grating period potentially can be below 100 nm. We present theoretical description of wave diffraction by the grating array, and results of the first fabrication test with magnetron sputtering deposition.