Nanoparticles consisting of three different materials in a layered core@shell@shell structure are synthesized in cold helium droplets by sequential doping. Upon the formation of Au core particles, a first shell layer is formed by adding either Ar, isopropyl alcohol, or hexane. Subsequently, the droplets are doped with rhodamine B (RB) molecules; fluorescence spectra recorded upon laser excitation at 532 nm provide insight into the structure of the formed complexes. For the two-component Au@RB system, the RB fluorescence is quenched in the presence of the Au core. If an intermediate isolating shell layer is introduced (Au@shell@RB), the fluorescence increases again. The results demonstrate that shell-isolated nanoparticles can be formed inside He nanodroplets and functionalized in situ with additional molecules. As the structure of the particles depends on the pickup sequence, the approach can be exploited for the synthesis and investigation of a large variety of different combinations of plasmonic metals, intermediate layers, and molecules.