You could look at Optical coatings and dichroic filters.
Optical coatings are many thin layers of material of two of more different refractive indices, about one light wavelength in thickness. They structure of the coating can be designed for high reflectivity at some wavelengths and low reflectivity at others, but the switch-over cannot be too abrupt. They are very expensive to make.
Microwave oven doors work on a different principle. The holes are about 1mm diameter. Visible light passes through easily because the wavelength is very much smaller (about 0.5 microns = 0.00005cm) whereas for microwaves the wavelength is very much bigger than the holes (about 12cm). As far as the microwaves are concerned, the grille is not much different from a mirror. See How does the grid on the microwave oven window prevent microwave radiation from coming out?.
If the same principle were used for visible light, it would be difficult to get a relatively "sharp" cut-off between 2 wavelengths. But it could be done, using nano-structured materials. Fine-structuring could produce exotic optical properties. See also meta-materials.