A semiconductor device assembly is provided. The assembly includes a substrate including an upper surface having a plurality of internal contact pads and at least one grounding pad and a lower surface having a plurality of external contact pads. The assembly further includes a semiconductor die coupled to the plurality of internal contact pads, a conductive underfill dam coupled to the at least one grounding pad, and underfill material disposed at least between the semiconductor die and the substrate. The underfill material includes a fillet between the semiconductor die and the underfill dam. The assembly further includes a conductive EMI shield disposed over the semiconductor die, the fillet, and the conductive underfill dam.