Components, turbochargers, and methods of forming components are provided. In an embodiment, by way of example only, a method of forming a component is provided. The method includes applying a plurality of coated particles to a substrate, wherein each coated particle comprises a solid film lubricant particle and a layer surrounding an entire surface of the solid film lubricant particle, each solid film lubricant particle comprises at least one compound, and the layer comprises a coating material having a greater resistance to oxidation than the compound when subjected to a predetermined processing temperature and heating the substrate to the predetermined processing temperature to form a portion of a coating over the substrate.