The fabrication of gratings including metal deposition processes for highly neutron absorbing lines is a critical issue to achieve a good visibility of the grating-based phase imaging system. The source grating for a neutron Talbot-Lau interferometer is an array of Gadolinium (Gd) structures that are generally made by sputtering, photo-lithography, and chemical wet etching. However, it is very challenging to fabricate a Gd structure with sufficient neutron attenuation of approximately more than 20 μm using a conventional metal deposition method because of the slow Gd deposition rate, film stress, high material cost, and so on. In this article, we fabricated the source gratings for neutron Talbot-Lau interferometers by filling the silicon structure with Gadox particles. The new fabrication method allowed us a very stable and efficient way to achieve a much higher Gadox filled structure than a Gd film structure, and is even more suitable for thermal polychromatic neutrons, which are more difficult to stop than cold neutrons. The newly fabricated source gratings were tested at the polychromatic thermal neutron grating interferometer system of HANARO at the Korea Atomic Energy Research Institute, and the visibilities and images from the neutron phase imaging system with the new source gratings were compared with those fabricated by a Gd deposition method.