Fiber Bragg grating (FBG) measuring bolts, as a useful tool to evaluate the behaviors of steel bolts in underground engineering, can be manufactured by gluing the FBG sensors inside the grooves, which are usually symmetrical cuts along the steel bolt rod. The selection of the cut shape and the glue types could perceivably affect the final supporting strength of the bolts. Unfortunately, the impact of cut shape and glue type on bolting strength is not yet clear. In this study, based on direct tension tests, full tensile load–displacement curves of rock bolts with different groove shapes were obtained and analyzed. The effects of groove shape on the bolt strength were discussed, and the stress redistribution in the cross-section of a rock bolt with different grooves was simulated using ANSYS. The results indicated that the trapezoidal groove is best for manufacturing the FBG bolt due to its low reduction of supporting strength. Four types of glues commonly used for the FBG sensors were assessed by conducting tensile tests on the mechanical testing and simulation system and the static and dynamic optical interrogators system. Using linear regression analysis, the relationship between the reflected wavelength of FBG sensors and tensile load was obtained. Practical recommendations for glue selection in engineering practice are also provided.