We report the direct femtosecond laser inscription of type-I fiber Bragg gratings (FBGs) into the core of soft-glass ZBLAN fibers. We investigate and compare various fabrication methods such as single pass (line by line), double pass, and stacking (plane by plane) to create the highest reflectivity FBGs (99.98%) for mid-infrared (mid-IR) applications. In addition, we experimentally demonstrate how the parameters that influence the coupling coefficient, i.e., refractive index modulation and overlap factor, can be controlled in these gratings to specifically tailor the FBG properties. The performance of the direct-written type-I gratings after 6 h of annealing is further analyzed, and the reflectivity increases by approximately 10 dB. To the best of our knowledge, this is the first demonstration of temperature-stable mid-IR FBGs with highest coupling coefficient (464 m-1) and lowest loss (<0.5 dB/cm) without the use of an expensive phase mask.