Freeze–drying bigels is a novel technique for developing functional materials for dermatological and cosmetic use, leveraging the benefits of two structured phases. This study optimized freeze–dried bigels composed of whey protein isolate (WPI)/sodium alginate/glycerin hydrogel and ethylcellulose (EC)/Span 80/sunflower oil oleogel at varying hydrogel/oleogel ratios. The materials showed swelling ratios from 50% to 255%, with higher values for a lower oleogel content and higher polymer concentration. The higher oleogel content extended the degradation from a few hours to 7 days. The polymer concentrations and hydrogel/oleogel ratios influenced Young’s modulus (1.25–3.7 MPa). Porosity varied from 35% to 58%, and density varied from 100 to 200 mg/mL. The residual moisture content (5% to 20%) increased with EC content and decreased with WPI and oleogel content. These findings underscore the role of polymer concentrations and phase ratios in tuning the physicochemical properties of freeze–dried gels, positioning them as promising biomaterials for skincare and cosmetic applications.