Thermally stable ultra-hard compact constructions comprise a polycrystalline diamond body substantially free of a catalyst material, and a substrate that is joined thereto. The substrate can be ceramic, metallic, cermet and combinations thereof, and can be joined to the body by a braze material or other material that forms an attachment bond at high pressure/high temperature conditions. The body and substrate are specially formed having complementary interfacing surface features to facilitate providing an improved degree of attachment therebetween. The complementary surface features can in the form of openings and projections, e.g., one of the body or substrate can comprise one or more openings, and the other of the body or substrate can comprise one or more projections, disposed within or extending from respective interfacing surfaces. The complementary surface features operate to resist unwanted delamination between the body and substrate, thereby extending effective service life of the construction.