In this work, we demonstrate an all-laser method of fabrication of optical nanoantennas (ONAs) with an additional coupling/focusing diffractive element. This method is based on double-shot femtosecond laser nanoablation of a thin supported metallic film, inducing a sequence of electrodynamic (surface plasmon-polariton [SPP] excitation and interference), thermal (melting, ablation and ultrafast cooling), and hydrodynamic processes. In particular, the thermal and hydrodynamic processes are important for ONA formation after the first laser shot, while second spatially shifted laser shot via an induced SPP wave results in a radial surface grating near the nanoantenna. Such gratings provide efficient coupling between incident laser radiation and SPP waves, thus significantly improving the ONA efficiency.