I saw a home-made grid like this many years ago at a physio’s, and copied it as soon as I had the chance. All it is is a few telegraph poles, made into a grid to lead horses through at a slow walk, to make them really flex their joints as they pick their legs up high. It is also good for improving proprioception, i.e. their knowledge of where their limbs are!
You can make the pyramids of different heights and widths. The distances between them should ideally be set so that they lift alternate front feet first, if possible. If not, put a few halts in. It needs to be done slowly and deliberately, so they really look and think about what they are doing, not so that they think that they need to rush or jump.
Leading them through it repeatedly each day, with a treat at the end every time, pays off. You might need a rail or string on each side at first, if your horse is a bit independent-thinking and likely to try to wobble out of doing the exercise!
This one has carpet under sand and rubber, to ensure that the footing stays secure all year round.