Transient grating spectroscopy is a specialized application of the four-wave-mixing methodology and constitutes a versatile technique for investigating the dynamics of vibrational, magnetic and electronic degrees of freedom of matter in a background-free fashion. Recent developments in free-electron laser sources have enabled the extension of this technique into the extreme ultraviolet range. Ongoing efforts to expand transient grating spectroscopy into the x-ray regime promise numerous advantages: (1) substantial penetration depths that allow for probing bulk material properties, (2) element specificity via specific core-excited states, and (3) short wavelengths that allow for excitation gratings with higher momentum transfer and improved spatial resolution. In this study, we comprehensively outline the procedures for conducting x-ray transient grating pump/optical probe experiment. The process encompasses the design and alignment of the experimental setup, as well as the subsequent steps involved in data acquisition and analysis. This paper is intended as a comprehensive guide for researchers interested in implementing x-ray transient grating spectroscopy, providing valuable insights into the intricacies of the experimental workflow required for this novel technique. Furthermore, we discuss the potential for extending this methodology to an x-ray pump/x-ray probe scheme, envisioning a future direction that holds promise for enhancing the capabilities and scope of x-ray transient grating spectroscopy, opening new opportunities for studying ultrafast processes with unprecedented temporal and spatial resolutions.