We propose a novel format conversion scheme, which can implement multichannel format conversion from return-to-zero (RZ) to non-return-to-zero (NRZ) for both LP01 and LP11 simultaneously by designing a few-mode fiber Bragg grating (FM-FBG) with comb spectra. To achieve filtering for all channels of the two modes, the FM-FBG response spectra of LP11 is designed to shift with that of LP01 by the WDM-MDM channel spacing. This approach is realized by carefully selecting the specifications of the few-mode fiber (FMF) to fulfill the requirements of the effective refractive index difference between LP01 and LP11. Each single-channel outline of the FM-FBG response spectra is designed according to the algebraic difference between the RZ and NRZ spectra. Numerical results show that both LP01 and LP11 channels with 300-GHz-spaced RZ signals at 40 Gbit/s can be converted into NRZ signals simultaneously, and the converted NRZ signals have high Q-factor and their eye diagrams are clean and open.