Hi,
You can buy a window-making bit set for your shaper or router table. I would recommend making the curved parts from steam-bent wood rather than cutting circular shapes from solid wood. It definitely takes longer to do so, but the strength gained is remarkable, and it makes the shaping operation feel much safer- you are never cutting against the grain, always with the grain. Joining the curved muntins into the window frames is more tricky. Back in the old days they would cope them into the frame molding and use a few finish nails, letting the glass itself reinforce the joints!
If you are talking about grilles applied to the glass, I'd start with a thicker stock (not as thick as full muntins, but maybe 1" thick) and ripping them after molding to the slight thickness required for an applied grille. The bentwood aspect applies here just as much.
Casey

Bending small cross sections is actually pretty easy.

A wallpaper steamer and a length of aluminum downspout are all you really need.

A plywood strip with raised cleats should be placed in the downspout to keep the wood out of the water that condenses.

Tilt the spout so any water runs out the end.

The hose should be pushed into the high end to make the steam flow down.

A few rags (or rolled up foam padding) are all you need to seal the ends.

Wrapping the downspout to help hold in heat also helps (foam padding again).

The steam is wet, at barely more than 212F.