Our research focuses on evaluating the preliminary stability of solid lipid nanoparticles (SLNs) in order to identify an optimal formulation for studying the skin penetration of SLNs loaded with sesamol, with a view to developing potential cosmetic applications. For this study, SLNs were prepared with varying lipid and surfactant compositions and produced through homogenization and ultrasonication. The particle size (PS), polydispersity index (PDI), zeta potential (ZP), and encapsulation efficiency (EE) were analyzed for the different formulations. We identified OP2Se as the optimal formulation for skin penetration assessment due to its stable PS, PDI, ZP, and EE over time, with a Turbiscan Stability Index (TSI) below 1 after a month, indicating favorable stability conditions. The in vitro skin permeation study compared sesamol-loaded SLNs with a control sesamol hydrogel, revealing controlled release characteristics ideal for localized skin effects without significant bloodstream penetration, attributed to the SLNs’ 200 nm particle size. Further exploration could enhance skin retention and targeting, potentially extending penetration studies and reducing particle size to improve accumulation in hair follicles. Exploring SLN applications beyond sesamol, such as incorporating mineral filters for suncare, offers promising avenues, underscoring SLNs’ versatility in cosmetic formulations and skincare applications.