Coated proppant particles are prepared by coating the particles with a coating composition that includes at least one polyisocyanate and at least one ingredient selected from i) an isocyanate trimerization catalyst, ii) a carbodiimide catalyst, iii) an alcohol, iv) a polyamine and v) an alkanolamine, and curing the coating composition. Starch is present during at least part of the curing step, such that the starch becomes embedded in at least a portion of the cured coating. The coating composition cures rapidly at moderate temperatures, and bonds to itself well under conditions of heat and pressure as are experienced by the particles in subterranean formations.