Exchange coupled nanoparticles that combine hard and soft magnetic phases are very promising to enhance the effective magnetic anisotropy while preserving sizes below 20 nm. However, the core-shell structure is usually insufficient to produce rare earth-free ferro(i)magnetic blocked nanoparticles at room temperature. We report on onion-type magnetic nanoparticles prepared by a three-step seed mediated growth based on the thermal decomposition method. The core@shell@shell structure consists of a core and an external shell of Fe3-δO4 separated by an intermediate Co-doped ferrite shell. The double exchange coupling at both core@shell and shell@shell interfaces results in such an increased of the magnetic anisotropy energy, that onion-type nanoparticles of 16 nm mainly based on iron oxide are blocked at room temperature. We envision that these results are very appealing for potential applications based on permanent magnets.