The mechanical properties and crystallization behavior of new Fe-Ni-Cr-Si-B-based bulk glassy alloys were investigated. The suitability of the continuous roll casting method for the production of bulk metallic glass (BMG) sheets in such alloy systems was also examined. BMG samples (Fe-Ni-Cr-Si-B, Fe-Ni-Zr-Cr-Si-B, Fe-Ni-Zr-Cr-W-Si-B) in amorphous strip, cylindrical, and sheet forms were prepared through melt spinning, copper mold casting, and twin roll strip casting, respectively. Fe-Ni-Cr-Si-B alloy exhibited compressive strength of up to 2.93 GPa and plastic strain of about 1.51%. On the other hand, the Fe-Ni-Zr-Cr-Si-B, composite-type bulk sample with diameter of 2.0 mm showed remarkable compressive plastic strain of about 4.03%. The addition of zirconium was found to enhance the homogeneous precipitation of nanocrystalline less than 7 nm and to develop a hybrid-composite microstructure with increasing sample thickness. Twin roll strip casting was successfully applied to the fabrication of sheets in Fe-Ni-Cr-Si-B-based BMGs. The combined characteristics of high mechanical properties and ease of microstructure control proved to be promising in terms of the future progress of structural bulk amorphous alloys.