We report periodical rocking long period gratings (PR-LPGs) in PANDA fibers fabricated with CO² laser. The PR-LPGs achieve very high coupling efficiency of 19 dB with 12 periods and a 3.5° twist angle in just one scanning cycle, which is much more effective than the conventional CO² laser fabrication technique. This type of LPGs exhibits polarization-selective resonance dips which demonstrate different sensitivities to environmental parameters. The high temperature and external refractive index sensitivities are measured simultaneously, so it can be used as a wavelength-selective polarization filter and sensor.