A compact means to separate microwave and millimeter-wave optical signals by RF frequency in real time is demonstrated. The approach is to employ an integrated optical Bragg grating Fabry-Perot (BGFP) device to spatially separate optically modulated microwave signals with high resolution. The compactness is achieved through the use of an integrated optical hybrid diffractive lens beam expander to provide the required optical wavefront to the BGFP. A proof-of-principle measurement was performed from 1 to 23 GHz with peak finesse of 27. The theoretical analysis, fabrication procedure, experimental results, limitations, and improvements are described.