In this Letter, we present the technology of fiber Bragg grating (FBG) inscription in highly birefringent (HB) few-mode microstructured fibers (MSFs) with two different (nanosecond and femtosecond) lasers in a Talbot interferometer setup. The spectral characteristics of FBGs written in the core region of the investigated fiber, with particular modes represented by dual peaks, are presented and discussed. Furthermore, we calculate the fundamental fiber parameters (mode effective refractive index and phase modal birefringence) from the spectral characteristics and show very good agreement with the performed numerical fiber characterization. We expect the results of our experiments to be very useful in future development of FBG sensors based on novel HB MSFs, with enhanced strain sensitivity of higher-order modes.