Novel food-grade bigels were fabricated using zein nanoparticles for interfacial stabilization and non-surfactant gelators (beeswax and tapioca) for bulk stabilization. The present study demonstrated the importance of interfacial stability for biphasic gels and sheds light on the roles of the gelation mechanism and the oil/water ratio of a bigel on its microstructure, physical properties, and digestion behaviors. The results indicated that it is not an easy task to realize homogenization and subsequent gelation in beeswax–tapioca biphasic systems, as no amphiphilic components existed. However, applying the binding of zein nanoparticles at the oil–water interface allowed us to produce a homogeneous and stable bigel (oil fraction reach 40%), which exhibited enhanced structural and functional properties. Oleogel structures play a crucial role in determining the deformation response of bigel systems. As the oil content increased, the mechanical strength and elastic properties of bigels were enhanced. In the meantime, clear bigel-type transitions were observed. In addition, the fabricated bigels were shown to be beneficial for delayed digestion, and the lowest degree of lipolysis could be found in bigel with 50% oleogel.