Nonlinear spectroscopies are utilized extensively for selective measurements of chemical dynamics in the optical, infrared, and radio-frequency regimes. The development of these techniques for extreme ultraviolet (XUV) light sources facilitates measurements of electronic dynamics on attosecond timescales. Here, we elucidate the temporal dynamics of nonlinear signal generation by utilizing a transient grating scheme with a subfemtosecond XUV pulse train and two few-cycle near-infrared pulses in atomic helium. Simultaneous detection of multiple diffraction orders reveals delays of ≥1.5 fs in higher-order XUV signal generation, which are reproduced theoretically by solving the coupled Maxwell-Schrödinger equations and with a phase grating model. The delays result in measurable order-dependent differences in the energies of transient light induced states. As nonlinear methods are extended into the attosecond regime, the observed higher-order signal generation delays will significantly impact and aid temporal and spectral measurements of dynamic processes.