For several decades, nonaqueous dispersions of PMMA particles have played an important role in colloid research. They have found application as colloidal model systems, which are used to probe glassy dynamics or to explore crystal nucleation. To date, most research has focused on spherical particles, in which only translational motion can be investigated. Recently, however, there has been a surge of interest in analyzing also rotational dynamics. In this contribution, we introduce a new class of core-shell particles, which can be used as rotational probes. The colloids described herein are composed of shape anisotropic, fluorescent cores covered with nonfluorescent PMMA shells. The core-shell particles are built up in four steps. In a first step, we produce fluorescent and photo-cross-linkable PMMA colloids. In the second step, these particles are thermomechanically elongated and fixed in defined ellipsoidal shapes by photo-cross-linking. Subsequently, we cover the cross-linked, fluorescent core with a nonfluorescent PMMA shell. The shape of the resulting core-shell colloids is tunable between the initial anisotropic and perfect spherical shape. For shaping, we apply a simple solvent swelling procedure. As one option, this method yields perfect PMMA spheres with ellipsoidal, fluorescent centers. We also report morphological particle characterization using various fluorescence microscopy techniques. Finally, we demonstrate that the rotational dynamics of individual colloids can be tracked and analyzed.