We report fiber Bragg grating manufacturing in poly(methyl methacrylate) (PMMA)-based polymer optical fibers (POFs) with a diphenyl disulfide (DPDS)-doped core by means of a 266 nm pulsed laser and the phase mask technique. Gratings were inscribed with different pulse energies ranging from 2.2 mJ to 2.7 mJ. For the latter, the grating reflectivity reached 91% upon 18-pulse illumination. Though the as-fabricated gratings decayed, they were recovered by post-annealing at 80°C for 1 day, after which they showed an even higher reflectivity of up to 98%. This methodology for the fabrication of highly reflective gratings could be applied for the production of high-quality tilted fiber Bragg gratings (TFBGs) in POFs for biochemical applications.