The present invention relates to a bakeable and shelf stable filling, baked food products comprising said filling, and method of preparing said baked food products, as well as use of said filling in the preparation of baked food products or sweeties. The filling according to the present invention comprises 2 to 20% by weight of edible oil(s) and/or fat(s), has a water content of 10 to 35% by weight, and comprises thermal gel(s), ionic gel(s) and whey protein-containing material, wherein said filling comprises a premixture obtainable by a method comprising: mixing whey protein-containing material(s) with edible oil(s) and/or fat(s) adding an amount of water to the resulting mixture and heating to 65 to 95°C for a period of time so as to obtain an emulsified mixture and lowering the temperature of the emulsified mixture. The filling according to the present invention has good baking stability without the occurrence of "boiling out", and is therefore suitable for baking. Said filling can maintain a high oil retention rate under baking conditions.
