We experimentally demonstrate the simultaneous generation of tunable multi-wavelength picosecond laser pulses using a self-seeding configuration that consists of a gain-switched Fabry-Perot laser diode (FPLD) with an external cavity formed by a tilted multimode fiber Bragg grating. Dual- and triple-wavelength pulses are obtained and tuned in a flexible manner by changing the temperature of the FPLD. The side mode suppression ratio larger than 25 dB is achieved at different dual- and triple-wavelengths and the typical pulsewidth of the output pulses is ~70 ps. In the experiment, the wavelength separation can be narrowed to 0.57 nm.