This paper details a novel, patent pending, abrasive machining manufacturing process for the formation of sub-millimetre holes in THGEMs, with the intended application in gaseous and dual-phase TPCs. Abrasive machining favours a non-ductile substrate such as glasses or ceramics. This innovative manufacturing process allows for unprecedented versatility in THGEM substrates, electrodes, and hole geometry and pattern. Consequently, THGEMs produced via abrasive machining can be tailored for specific properties, for example: high stiffness, low total thickness variation, radiopurity, moisture absorption/outgassing and/or carbonisation resistance. This paper specifically focuses on three glass substrate THGEMs (G-THGEMs) made from Schott Borofloat 33 and Fused Silica. Circular and hexagonal hole shapes are also investigated. The G-THGEM electrodes are made from Indium Tin Oxide (ITO), with a resistivity of 150 $Omega$/Sq. All G-THGEMs were characterised in an optical (EMCCD) readout GArTPC, and compared to a traditionally manufactured FR4 THGEM, with their charging and secondary scintillation (S2) light production behaviour analysed.