In this work, we analyze the near-field radiative heat transfer (NFRHT) between finite-thickness planar fused silica slabs coated with graphene gratings. We go beyond the effective medium approximation by using an exact Fourier modal method equipped with specific local basis functions, and this is needed for realistic experimental analysis. In general, coating a substrate with a full graphene sheet has been shown to decrease the NFRHT at short separations (typically for d < 100 nm) compared to the bare substrates, where the effective medium approximation consistently overestimates the radiative heat flux, with relative errors exceeding 50%. We show that by patterning the graphene sheet into a grating, the topology of the plasmonic graphene mode changes from circular to hyperbolic, allowing to open more channels for the energy transfer between the substrates. We show that at short separations, the NFRHT between slabs coated with graphene gratings is higher than that between full-graphene-sheet coated slabs and also than that between uncoated ones. We also exhibit a significant dependence of the radiative heat transfer on the chemical potential, which can be applied to modulate in situ the scattering properties of the graphene grating without any geometric alterations. Additionally, we compare the exact calculation with an approximate additive one and confirm that this approximation performs quite well for low chemical potentials. This work has the potential to unveil new avenues for harnessing non-additive heat transfer effects in graphene-based nanodevices.