Parallel beam frequency doubling of 170 fs, NIR pulses is demonstrated by placing a thin beta barium borate (BBO) nonlinear crystal after a spatial light modulator. Computer-generated holograms applied to the spatial light modulator create 18 parallel diffracted beams at the fundamental wavelength λ=775 nm, then frequency doubled to λ=387 nm and focussed inside the poly(methyl methacrylate) (PMMA) substrate for refractive index structuring. This procedure, demonstrated for the first time in PMMA, requires careful attention to phase matching of multiple beams and opens up dynamic parallel processing at UV wavelengths where nematic liquid crystal devices are more sensitive to optical damage. By overlapping filamentary modifications, an efficient, stable volume phase grating with dimensions 5×5×2.0 mm3 and pitch Λ=15 μm was fabricated in 18 minutes and reached a first-order diffraction efficiency of 70 \% at the Bragg angle. \circledC 2012 Springer-Verlag.