Yolk-shell nanoparticles based on mesoporous SiO2 (mSiO2) coating of Au nanoparticles (Au NPs) hold great promise for many applications in e.g., catalysis, biomedicine, and sensing. Here, we present a single-step coating approach for synthesizing Au NP@mSiO2 yolk-shell particles with tunable size and tunable hollow space between yolk and shell. The Au NP-mSiO2 structure can be manipulated from core-shell to yolk-shell by varying the concentration of cetyltrimethylammonium chloride (CTAC), tetraethyl orthosilicate (TEOS), Au NPs, and NaOH. The growth mechanism of the yolk-shell particles was investigated in detail and consists of a concurrent process of growth, condensation, and internal etching through an outer shell. We also show by means of liquid-cell transmission electron microscopy (LC-TEM) that Au nanotriangle cores (Au NTs) in yolk-shell particles that are stuck on the mSiO2 shell, can be released by mild etching thereby making them mobile and tumbling in a liquid-filled volume. Due to the systematical investigation of the reaction parameters and understanding of the formation mechanism, the method can be scaled-up by at least an order of magnitude. This route can be generally used for the synthesis of yolk-shell structures with different Au nanoparticle shapes, e.g., nanoplatelets, nanorods, nanocubes, for yolk-shell structures with other metals at the core (Ag, Pd, and Pt), and additionally, using ligand exchange with other nanoparticles as cores and for synthesizing hollow mSiO2 spheres as well.