We introduce a model of three parallel-coupled nonlinear waveguiding cores equipped with Bragg gratings (BGs), which form an equilateral triangle. The most promising way to create multi-core BG configuration is to use inverted gratings, written on internal surfaces of relatively broad holes embedded in a photonic-crystal-fiber matrix. The objective of the work is to investigate solitons and their stability in this system. New results are also obtained for the earlier investigated dual-core system. Families of symmetric and antisymmetric solutions are found analytically, extending beyond the spectral gap in both the dual- and tri-core systems. Moreover, these families persist in the case (strong coupling between the cores) when there is no gap in the system's linear spectrum. Three different types of asymmetric solitons are found (by means of the variational approach and numerical methods) in the tri-core system. They exist only inside the spectral gap, but asymmetric solitons with nonvanishing tails are found outside the gap as well. Stability of the solitons is explored by direct simulations, and, for symmetric solitons, in a more rigorous way too, by computation of eigenvalues for small perturbations. The symmetric solitons are stable up to points at which two types of asymmetric solitons bifurcate from them. Beyond the bifurcation, one type of the asymmetric solitons is stable, and the other is not. Then, they swap their stability. Asymmetric solitons of the third type are always unstable. When the symmetric solitons are unstable, their instability is oscillatory, and, in most cases, it transforms them into stable breathers. In both the dual- and tri-core systems, the stability region of the symmetric solitons extends far beyond the gap, persisting in the case when the system has no gap at all. The whole stability region of antisymmetric solitons (a new type of solutions in the tri-core system) is located outside the gap. Thus, solitons in multi-core BGs can be observed experimentally in a much broader frequency band than in the single-core one, and in a wider parameter range than it could be expected. Asymmetric delocalized solitons, found outside the spectral gap, can be stable too.