We present a multi-wavelength band-rejection filter on a titanium dioxide-coated silicon-on-insulator platform. The concept rests on the use of a finely tuned waveguide-based Bragg grating for which the periods are slightly varied from one to another. This phase-modulated Bragg grating enables precise customization of integrated waveguide filters. The number of rejection bands and the center-to-center separation between them are tailored by dividing the grating into several super-periods and coding an optimal phase function onto each super-period. The optimal phase function is obtained by employing an iterative Fourier transform algorithm. The design is supported by an experimental demonstration.