A thermal spray system and method includes a hot gas generator with nozzle accelerating heated gas towards a substrate in the form of a gas column projecting onto the substrate surface as a spot. One or more feedstock injectors proximate the nozzle exit, directed towards the gas column, are connected to a feedstock source. The hot gas stream transfers heat and momentum to the feedstock, causing the feedstock particles to impact onto a substrate to form a coating. The system further comprises one or more liquid injectors proximate the nozzle exit, directed towards the axis, and connected to a source of liquid. The system controls the flow and velocity with which the liquid is injected, permitting control of the depth of penetration of the liquid into the gas column. The method selectively prevents suboptimal feedstock particulates from adhering to the substrate and provides for the in-situ removal of suboptimal deposits.