This work aims to develop a controlled strategy for the growth of multifunctional core@shell nanoparticles based on Prussian blue analogues. We mainly focussed our attention on Rb_0.45Co[Fe(CN)₆]_0.8·3H₂O@Rb_0.2Ni[Cr(CN)₆]_0.7·zH₂O particles, which combine a photoswitchable (photo-magnetic/-chromic) core with a ferromagnetic shell. The control of the chemical composition in the heterostructure is a key point to obtain the expected magnetic, optical and structural properties. We found that the removal of the unreacted species by washing after the growth of the primary particles led to an irreversible aggregation attributed to the desorption of stabilizing [Fe(CN)₆] surface units. We showed that this difficulty could be overcome by washing the particles in a solution containing chromicyanide ions, which are precursors of the Rb_0.2Ni[Cr(CN)₆]_0.7·zH₂O shell phase, thus avoiding a contamination of the shell. Both X-ray diffraction and magnetic measurements confirmed that a controlled shell of the desired composition could be obtained this way.