Photoluminescence measurements are used to investigate GaN microcavities formed between two all-oxide distributed Bragg reflectors. The structures are fabricated using a combination of laser lift-off to separate MOVPE-grown epitaxial GaN layers from their sapphire substrates, inductively coupled plasma etching to thin the GaN and electron-beam evaporation to deposit silica/zirconia multilayer mirrors. The first mirror is deposited on the as-grown GaN surface before bonding to a silicon substrate for the laser lift-off process, which uses a 248 nm KrF laser to selectively decompose GaN at the GaN/sapphire interface. The second dielectric mirror is deposited on the GaN surface exposed by the substrate removal, in some cases following an etch-back stage. This etch-back, achieved using inductively coupled plasma and wet chemical etching, allows removal of the low-quality GaN nucleation layer, control of the cavity length and modification of the exposed surface. Photoluminescence measurements demonstrate cavity-filtered luminescence from both etched and non-etched microcavities. Analysis of the observed modes gives cavity finesses of approximately 10 for 2.0 and 0.8 μm GaN cavities fabricated from the same wafer, indicating that the etch-back has had little effect on microcavity quality.