The linear and nonlinear rheological behaviors of heterogeneous emulsions gels made from natural glycyrrhizic acid (GA) nanofibrils and sitosterol-oryzanol mixtures (sterols) were investigated using small amplitude oscillatory shear (SAOS) and large amplitude oscillatory shear (LAOS). The nonlinear rheological response was qualitatively analyzed using normalized Lissajous-Bowditch curves. The microstructure of the emulsion gels strongly depended on the concentration of sterols in the oil phase, and showed a percolated segregated network at 10–20 wt% sterols due to the partial coalescence of droplets, and a jamming transition without coalescence at higher sterols concentration of 30 wt%. The microstructure differences led to different linear and nonlinear viscoelastic behaviors of these emulsion gels. SAOS tests showed that the oil phase structuring by the sterols significantly enhance the viscoelasticity of GA nanofibril emulsion gels, and the percolating emulsion gels exhibited higher elasticity than the jammed emulsion gel, as evidenced by a lower damping factor and frequency power-law exponent. The data of crossover strain, phase angle, and the normalized Lissajous-Bowditch curves from LAOS tests further revealed that compared to the samples in a jammed state or without oil phase structuring, the emulsion gels with a percolating segregated network showed higher structural elasticity and thus were more resistant to large deformations, probably due to the slow relaxation of rigid, hydrodynamically interacting clusters of partially coalesced droplets. These findings could potentially aid in the design of novel emulsion gels, based on all-natural and sustainable building blocks, with specific textural and functional properties for foods, cosmetics, and pharmaceutical applications.