Studying thermal transport at the nanoscale poses formidable experimental challenges due both to the physics of the measurement process and to the issues of accuracy and reproducibility. The laser-induced transient thermal grating (TTG) technique permits non-contact measurements on nanostructured samples without a need for metal heaters or any other extraneous structures, offering the advantage of inherently high absolute accuracy. We present a review of recent studies of thermal transport in nanoscale silicon membranes using the TTG technique. An overview of the methodology, including an analysis of measurements errors, is followed by a discussion of new findings obtained from measurements on both "solid" and nanopatterned membranes. The most important results have been a direct observation of non-diffusive phonon-mediated transport at room temperature and measurements of thickness-dependent thermal conductivity of suspended membranes across a wide thickness range, showing good agreement with first-principles-based theory assuming diffuse scattering at the boundaries. Measurements on a membrane with a periodic pattern of nanosized holes (135nm) indicated fully diffusive transport and yielded thermal diffusivity values in agreement with Monte Carlo simulations. Based on the results obtained to-date, we conclude that room-temperature thermal transport in membrane-based silicon nanostructures is now reasonably well understood