X-ray Free Electron Lasers (XFELs) have the potential to contribute to many fields of science and to enable many new avenues of research, in large part due to their orders of magnitude higher peak brilliance than existing and future synchrotrons. To best exploit this peak brilliance, these XFEL beams need to be focused to appropriate spot sizes. However, the survivability of X-ray optical components in these intense, femtosecond radiation conditions is not guaranteed. As mirror optics are routinely used at XFEL facilities, a physical understanding of the interaction between intense X-ray pulses and grazing incidence X-ray optics is desirable. We conducted single shot damage threshold fluence measurements on grazing incidence X-ray optics, with coatings of ruthenium and boron carbide, at the SPring-8 Angstrom compact free electron laser facility using 7 and 12 keV photon energies. The damage threshold dose limits were found to be orders of magnitude higher than would naively be expected. The incorporation of energy transport and dissipation via keV level energetic photoelectrons accounts for the observed damage threshold.