We present a dedicated fiber Bragg grating (FBG) inscription experiment to investigate the compatibility of a microstructured optical fiber (MOF) with conventional FBG inscription setups. For the studied MOF, the angular orientation of the fiber in the interferometric excimer laser setup was found to have no significant influence on the final reflection of the inscribed FBGs. We also show that an array of multiplexed FBGs can be inscribed in a single MOF with a repeatability and quality that match fiber sensing requirements.