Bi-magnetic nanoparticles (NPs) with core–shell morphology are gaining considerable interest both in research and technological applications [1]. The tuning of the magnetic properties through the interfacial exchange coupling of the two distinct components has been widely studied, initially in thin films [2]. Significantly, the recent advances in 128chemical synthesis [3,4] or in technical production of NPs (e.g., gas-phase NPs [5], superfluid helium droplets [6]) have allowed the delicate control of their structural parameters (e.g., size, shape, and composition) and the possibility of designing new bi-magnetic NPs suitable for the development of permanent magnets [7], magnetic recording media [8], spin-valve sensors [9], microwave absorption [1], and biomedical applications (magnetic resonance imaging, drug delivery, or hyperthermia [10–12]).