The problem I had with mine is that the lines were so close together the peaks combined into one slightly wider hump, so although it had a peak in the 609nm region the multiple HeNe lines were not distinguishable.
This should be doable though with a high line count grating though. You lose total nm span but you could easily get down to the hundredths of a nanometer.
I ordered my grating from edmund optics, it was about $80 all said and done.