This paper reports direct laser writing of buried DOEs in Corning 7980 fused silica (n=1.457), and Ohara S-TIH6 glass (n=1.799) with a focused Yb-fiber amplified femtosecond laser (IMRA FCPA muJewel), at various repetition rates (0.1 to 1 MHz). These glasses were examined with the purpose of providing high index contrast with submicron features that enable high resolution DOE applications in the visible spectrum.