We analyze a notable class of states relevant to an immiscible bosonic binary mixture loaded in a rotating box-like circular trap, i.e. states where vortices in one species host the atoms of the other species, which thus play the role of massive cores. Within a fully-analytical framework, we calculate the equilibrium distance distinguishing the motion of precession of two corotating massive vortices, the angular momentum of each component, the vortices healing length and the characteristic size of the cores. We then compare these previsions with the measures extracted from the numerical solutions of the associated coupled Gross-Pitaevskii equations. Interestingly, making use of a suitable change of reference frame, we show that vortices drag the massive cores which they host thus conveying them their same motion of precession, but that there is no evidence of tangential entrainment between the two fluids, since the cores keep their orientation constant while orbiting.