Methods of fabricating coated components (100) using multiple types of fillers are provided. One method comprises forming one or more grooves (132) in an outer surface (112) of a substrate (110). Each groove has a base (134) and extends at least partially along the outer surface. A sacrificial filler (32) is deposited within the groove(s), a second filler (33) is deposited over the sacrificial filler (32), and a coating (150) is disposed over at least a portion of the outer surface and over the second filler. The method further includes removing the sacrificial filler and at least partially removing the second filler from the groove(s), to define one or more channels (130) for cooling the component.