Microstructured optical fibers (MOFs) are a major achievement in the field of optical fiber technology. Owing to their unprecedented design flexibility, MOFs have found numerous applications in various fields of photonics. By adapting the parameters of the holey cladding, MOFs with tailored dispersion properties, large mode area, endlessly single mode operation and high non-linear response can be designed and fabricated. This paper deals with designing MOFs with a specific microstructure that would allow increasing the efficiency with which fiber gratings can be photo-inscribed in a MOF. The air holes are usually impeding the delivery of optical power to the core region, which results in a lower grating writing efficiency. This problem is exacerbated when using IR femtosecond laser sources for the inscription, as the induced refractive index changes stem from a highly non-linear multi-photon absorption process and are hence very dependent on the optical intensity that actually reaches the MOF core. In this paper we first study regular hexagonal lattice MOFs to find a range of lattice parameters that would facilitate femtosecond grating inscription, considering the non-linear nature of the index change. To assess the influence of the microstructured cladding on the transverse delivery of light to the core region, we introduce a figure of merit to which we refer as ‘transverse coupling efficiency’ (TCE). Second, we evaluate the index changes that would be obtained when implementing a special type of holey structure that acts as a transversely focusing microstructure – known as Mikaelian lens – in the cladding of the MOF.