Coated diamond particles have solid diamond cores and at least one graphene layer. Methods of forming coated diamond particles include coating diamond particles with a charged species and coating the diamond particles with a graphene layer. A composition includes a substance and a plurality of coated diamond particles dispersed within the substance. An intermediate structure includes a hard polycrystalline material comprising a first plurality of diamond particles and a second plurality of diamond particles. The first plurality of diamond particles and the second plurality of diamond particles are interspersed. A method of forming a polycrystalline compact includes catalyzing the formation of inter-granular bonds between adjacent particles of a plurality of diamond particles having at least one graphene layer.