Femtosecond (fs) lasers offer an exciting new technology that permits the fabrication of various kinds of novel optical devices in optical fibers, including gratings, optical waveguides, miniature sensors, and interferometers [1–3]. The attraction of the fs laser based grating is driven by its unique advantages such as grating inscription without a phase mask and ability to inscribe gratings in any type of optical fiber including non-photosensitive fibers and different patterns of grating pitch [4]. In addition, the short duration of the pulses enables one to precisely control the spatial dimension of the refractive index (RI) modulation region in optical fiber [5]. Owing to the above advantages, fs laser based gratings have been inscribed in a wide variety of silica based fibers for various sensing applications [6–8]. Although, a silica based fiber Bragg grating (FBG) can be used to measure various physical parameters, its high Young’s modulus () limits its sensitivity and applicability in applications that require measurements to be conducted in constricted spaces with small bending radii and under certain conditions that require fibers to successfully withstand high strains without breakage. On the other hand, polymer optical fibers (POFs), owing to their unique physical and mechanical properties such as larger elastic strain limit, low Young’s modulus, low brittleness, enhanced bending tolerance, and biocompatibility, have considerable advantages over their silica counterparts [9–11]. Over the past few years, substantial progress has been made in the fabrication of POF based gratings for sensing applications [12–21]. For example, both pulsed and continuous lasers have been utilized for the inscription of gratings in doped PMMA fibers [13,14,22–24]. However, the range of applications is limited due to their high optical absorption around 1550 nm introduced by the dopants, and considerably strong affinity to water. In addition, fibers based on polycarbonate (PC) with high glass transition temperature and flexibility have been used in strain and humidity sensing applications [25,26]. POFs based on chemically inert and humidity insensitive cyclic olefin copolymers (COCs) such as TOPAS [15,27,28], cyclic olefin polymers (COPs) such as ZEONEX [11,29–31], and amorphous fluoropolymer such as CYTOP have also been demonstrated for sensing applications [16]. FBGs have been successfully inscribed in commercially available multimode CYTOP optical fibers using a fs laser [32]. However, a single-mode optical fiber based on CYTOP is not commercially available. Previously, we successfully fabricated single-mode optical fibers using CYTOP (RI = 1.355) as the core and PMMA (RI = 1.45) as the cladding materials, and the measured attenuation of the fiber was at 1560 nm [33]. However, the layer of air between the core and cladding for guidance of light prevents FBG inscription in this type of fiber. Polymer single-mode optical fibers based on all ZEONEX or a combination of ZEONEX and TOPAS without the use of any dopants have been fabricated, and these fibers have been used for strain and temperature measurements [10,11,34], while a combination of ZEONEX and polysulfone (PSU) has been used for ultrahigh temperature measurements [31]. However, ZEONEX is preferable for strain sensing applications due to its lower Young’s modulus () as well as comparatively lower transmission loss than TOPAS, while its moisture absorption is much lower (55 times smaller) than that of PMMA [35]. Furthermore, the similar glass transition temperature of the core and cladding in ZEONEX fiber makes the fiber drawing process much easier compared to that of doped-core POFs, which are vulnerable to dopant diffusion [11,21]. In addition, long-term stability of FBGs fabricated in ZEONEX POFs was demonstrated based on a batch of ZEONEX POFs fabricated in 2019 and stored at room temperature over a year [10]. However, the high optical loss of ZEONEX at a 1550-nm transmission window restricts its usage to around 10 cm. On the contrary, in an 850-nm window, the loss is much lower, and this is adequate for most medical applications where the required fiber length is typically less than 2 m [11]. Therefore, shifting the operational wavelength to this window is a logical progression. Furthermore, commercial FBG interrogators are available for operation around 850 nm.