For the first time, the double electrical percolation threshold was obtained in polylactide (PLA)/polycaprolactone (PCL)/graphene nanoplatelet (GNP) composite systems, prepared by compression moulding and fused filament fabrication (FFF). Using scanning electron microscopy (SEM) and atomic force microscopy (AFM), the localisation of the GNP, as well as the morphology of PLA and PCL phases, were evaluated and correlated with the electrical conductivity results estimated by the four-point probe method electrical measurements. The solvent extraction method was used to confirm and quantify the co-continuity in these samples. At 10 wt.% of the GNP, compression-moulded samples possessed a wide co-continuity range, varying from PLA55/PCL45 to PLA70/PCL30. The best electrical conductivity results were found for compression-moulded and 3D-printed PLA65/PCL35/GNP that have the fully co-continuous structure, based on the experimental and theoretical findings. This composite owns the highest storage modulus and complex viscosity at low angular frequency range, according to the melt shear rheology. Moreover, it exhibited the highest char formation and polymers degrees of crystallinity after the thermal investigation by thermogravimetric analysis (TGA) and differential scanning calorimetry (DSC), respectively. The effect of the GNP content, compression moulding time, and multiple twin-screw extrusion blending steps on the co-continuity were also evaluated. The results showed that increasing the GNP content decreased the continuity of the polymer phases. Therefore, this work concluded that polymer processing methods impact the electrical percolation threshold and that the 3D printing of polymer composites entails higher electrical resistance as compared to compression moulding.