To maximize the diffraction efficiency in a DOE, the sag of the surface within the diffraction zones can be made such that the phase of the wavefront is parallel to the diffracted waves (of the desired diffraction order) everywhere. Figure 13.3 (b) shows a "blazed" transmission grating in which the blaze angle is optimized to maximize efficiency to a particular order.
 

Figure 13.3 from Optical System Design

A DOE with continuous surface profile shown in figure 13.3 (b) is often referred as kinoform. If the sag is approximated by discrete steps, as it is often the case when photolithography is used,  it is commonly referred as a Binary Optic (see diagram below). Diffractive surfaces in ZEMAX are closer approximation to kinoforms than true binary optics, since the phase is continuous everywhere. It is up to the user to decide what surface structure to use to approximate the phase modeled by a diffractive surface.

Figure 13.6 from Optical System Design

The following diagram shows the theoretical efficiency of binary surface as a function of number of steps.


Figure 13.10 from Optical System Design