Tilted fiber Bragg gratings are inscribed in non-photosensitized single mode fibers through the polyimide coating using a femtosecond infrared laser and a phase mask. The inscription technique used is based on simultaneously translating the fiber along its axis and the focusing cylindrical lens in the orthogonal direction by means of piezoelectric actuators. The grating plane tilt angles up to 10.3° are achieved with a 1.07 µm-pitch phase mask. The cladding modes reach ∼5 dB in strength in transmission despite the presence of the polyimide coating. The effectiveness of the fabricated tilted fiber Bragg gratings for refractive index sensing through the polyimide coating is also demonstrated. Additionally, we show that the classical approach for the inscription of tilted Bragg gratings, which is based on simply tilting the fiber with respect to the interference fringes, cannot be used in tight focusing geometries that are necessary for through-the-coating inscription.