Abstract: Grouting reinforcement is the key technique for repairing broken coal-rock masses, and the microscopic mechanical properties of the grout-coal interface directly govern the macroscopic strengthening effect. The limitations of macro-oriented and micro-deficient teaching in mine safety coal-rock grouting, together with the difficulty in characterization of interfacial mechanical behavior in conventional teaching experiments, are resolved via nanoindentation testing technology. This study proposes a novel experimental protocol that utilises nanoindentation technology to test grouted coal under both load-controlled and displacement-controlled loading modes. A four-stage progressive teaching framework was established, including the principle introduction, hands-on practice, data analysis, and engineering discussion. By means of this framework, the mechanical responses and parameter distributions of cement, coal, and the interfacial transition zone (ITZ) were systematically analyzed. The results demonstrate that, irrespective of the loading mode, the mechanical properties of the three phases follow the order cement, coal, and ITZ. Furthermore, contour maps of the mechanical parameters reveal a heterogeneous, gradient decay of properties across the ITZ. Teaching practice demonstrate that this experimental design effectively clarifies the conceptual meaning of interfacial micromechanics, fosters a problem-oriented logic for selecting experimental methods, and through in-depth guidance during the engineering discussion stage, translates the experimental findings towards engineering applications. This approach deepens guidance in engineering discussions to extend experimental conclusions to engineering applications, forming a multiscale progressive teaching logic of “microstructure-mechanical properties-engineering effects” and achieving the transition from operational skill training to engineering thinking cultivation. The proposed teaching system offers a transferable pathway for reforming experimental education in safety engineering and substantially cultivates students’ engineering thinking and research literacy.