Conventional drug administration often results in systemic action, thus needing high dosages and leading to potentially pronounced side effects. Targeted delivery, employing carriers like nanoparticles, aims to release drugs at a target site, but only a small fraction of nanoparticles actually reaches it. Microrobots have been proposed to overcome this issue since they can be guided to hard-to-reach sites and locally deliver payloads. To enhance their functionality, we propose microrobots made as deformable capsules with hydrogel shells and aqueous cores, having the potential added advantages of biocompatibility, permeability, and stimulus-responsiveness. Endowing microrobots with deformability could allow them to navigate inside capillaries and cross barriers to finally reach the target site. In this study, we present a cost-effective method for fabricating core-shell structures without the use of organic solvents, surfactants, or extreme pH conditions unlike other techniques (e.g. Layer by Layer). The process begins with the dripping of a mixture of hydrogels, agarose and alginate, into a solution to gelate the drops into beads. After they are loaded with calcium ions at different concentrations, they are immersed in an alginate solution to form the shell. Finally, the beads are heated to let the agarose melt and diffuse out, leaving a liquid core. By varying the concentration of calcium ions, we obtain shells of different thicknesses. To estimate it, we have developed a method using the colour intensity from microscope images. This allowed us to observe that lowering the calcium ions concentration below a threshold does not lead to the formation of continuous shells. For higher concentrations, although the core may remain partially gelled, continuous shells successfully form. Therefore, our fabrication process could find applications in drug delivery, encapsulation systems, and microrobotics.