Hello Gavin,
Missed your post on this thread otherwise I would have answered. Unfortunately, the three times we been to the Grand Palace, Chakri Maha Prasat hall that houses the arms room was closed. It's closed on the weekend and during the weekday it closes earlier than the temple of the Emerald Buddha which I did not know. I think if I remember right the building with the arms room might close by something like 3pm.
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