In this paper, we report on the investigation of two different approaches based on grating waveguide structures (GWS) to generate radially polarized ultra-short pulses in thin-disk laser resonators. In previously reported mode-locked thin-disk oscillators emitting radially polarized pulses, a partly reflective GWS was employed as an outcoupling element for polarization shaping. This partly reflective GWS introduced significant losses for the outcoupled radiation, resulting in a reduced optical efficiency. The aim of the investigations presented here is to explore the possibility of improving the optical efficiency by using a highly reflective GWS in different resonator configurations, which circumvents the loss port present for the partly reflective GWS. The investigations show that using a highly reflective GWS as a folding mirror of the resonator enables a significant improvement of the optical efficiency compared to the previously reported configurations.