An airfoil (44) formed of a plurality of pre-fired structural CMC panels (46, 48, 50, 52). Each panel is formed to have an open shape having opposed ends (54) that are free to move during the drying, curing and/or firing of the CMC material in order to minimize interlaminar stresses caused by anisotropic sintering shrinkage. The panels are at least partially pre-shrunk prior to being joined together to form the desired structure, such as an airfoil (42) for a gas turbine engine. The panels may be joined together using a backing member (30), using flanged ends (54) and a clamp (56), and/or with a bond material (36), for example.