A semiconductor die assembly in accordance with an embodiment of the present technology includes first and second semiconductor dies and a package substrate carrying the first and second semiconductor dies. The second semiconductor die includes a first peripheral portion extending laterally outward beyond a first edge surface of the first semiconductor die. Similarly, the package substrate includes a second peripheral portion extending laterally outward beyond a second edge surface of the second semiconductor die. The semiconductor die assembly further includes a first volume of molded underfill material between the first and second semiconductor dies, a second volume of molded underfill material between the package substrate and the second semiconductor die, a first molded peripheral structure laterally adjacent to the first edge surface of the first semiconductor die, and a second molded peripheral structure laterally adjacent to the second edge surface of the second semiconductor die.