In this Letter, we have studied the performance of a gallium nitride 370 nm Fabry-Perot laser diode self-injection locked via a high quality (Q-) factor magnesium fluoride whispering gallery mode (WGM) resonator and show that the state of locking strongly depends on frequency detuning between the internal laser cavity and the resonator modes. Optimizing the detuning, we were able to observe monochromatic laser emission with a sub-100 kHz linewidth. The Q-factor of the resonator measured in this regime exceeded 109.