Question: When I paste a thinner version of a letter on a bolder one, I get this cutout effect inside it, somewhat similar to this: ![enter image description here](https://i.stack.imgur.com/NsTP8.jpg)
(please note that this is not my image, not my font and that I do not claim any rights for it) 

However, some letters don't do this when I paste a thinner version on them, in fact, they look the same when previewed.  

How to fix this?  

Is there a better method of doing this?

Answer: 
It's been a few years since I built a font and I haven't done it with Fontographer in a *very* long time. Nonetheless, here's my FontLab-centric take on the issue ... 

The required method is one complete, closed outline inside of another, just like you do for the counter shapes of regular letters. You may be running into a situation where your pasted inline shape is not closed, which would result in no inline effect.
If you look carefully at some letters (like the `R`) you will see that the shape described by the outer element is different than the inner one. This is inevitable and is a limitation of the method you are using.

One way to attempt this (without resorting to a specifically designed typeface) is to convert the letter to an outline, and apply a very thick rule to the shape (process will need to be repeated if you edit the text). Or (if possible in the software you are using) apply a stroke or rule to the typeface *without* converting it (text will be editable). Neither of these methods will be as crisp and clean as what you posted as an example.