Passively mode-locked semiconductor lasers are compact, inexpensive sources of short light pulses of high repetition rates. In this work, we investigate the dynamics and bifurcations arising in such a device under the influence of time delayed optical feedback. This laser system is modelled by a system of delay differential equations, which includes delay terms associated with the laser cavity and feedback loop. We make use of specialised path continuation software for delay differential equations to analyse the regime of short feedback delays. Specifically, we consider how the dynamics and bifurcations depend on the pump current of the laser, the feedback strength, and the feedback delay time. We show that an important role is played by resonances between the mode-locking frequencies and the feedback delay time. We find feedback-induced harmonic mode locking and show that a mismatch between the fundamental frequency of the laser and that of the feedback cavity can lead to multi-pulse or quasiperiodic dynamics. The quasiperiodic dynamics exhibit a slow modulation, on the time scale of the gain recovery rate, which results from a beating with the frequency introduced in the associated torus bifurcations and leads to gain competition between multiple pulse trains within the laser cavity. Our results also have implications for the case of large feedback delay times, where a complete bifurcation analysis is not practical. Namely, for increasing delay, there is an ever-increasing degree of multistability between mode-locked solutions due to the frequency pulling effect.