We demonstrate fiber Bragg grating (FBG) writing in PMMA microstructured Polymer Optical Fibers (mPOFs) using UV Phase Mask technique with writing times shorter than 10 min. The shortest writing time was 6 minutes and 50 seconds and the longest writing time was 8 min and 50 sec. The FBGs were written in a 125 µm PMMA mPOF having 3-rings of holes, the reflection peaks were centred at 632.6 nm and have a reflectivity as high as 26 dB. We also demonstrate how the writing dynamics depends on the intensity of the writing beam.