For several years, we have been developing vortex phase masks based on sub-wavelength gratings, known as Annular Groove Phase Masks. Etched onto diamond substrates, these AGPMs are currently designed to be used in the thermal infrared (ranging from 3 to 13 pm). Our AGPMs were first installed on VLT/NACO and VLT/VISIR in 2012, followed by LBT/LMIRCam in 2013 and Keck/NIRC2 in 2015. In this paper, we review the development, commissioning, on-sky performance, and early scientific results of these new coronagraphic modes and report on the lessons learned. We conclude with perspectives for future developments and applications.