The impact of boundary scattering on non-diffusive thermal relaxation of a transient grating in thin membranes is rigorously analyzed using the multidimensional phonon Boltzmann equation. The gray Boltzmann simulation results indicate that approximating models derived from previously reported one-dimensional relaxation model and Fuchs-Sondheimer model fail to describe the thermal relaxation of membranes with thickness comparable with phonon mean free path. Effective thermal conductivities from spectral Boltzmann simulations completely free of any fitting parameters are shown to agree reasonably well with experimental results. These findings are important for improving our fundamental understanding of non-diffusive thermal transport in membranes and other nanostructures.