Yttria-coated ceramic components of semiconductor material processing apparatuses include a substrate and at least one yttria-containing coating on the substrate. The components are made by applying a first yttria-containing coating on a ceramic substrate, which can be a green body of the ceramic material. The coated green body is sintered. The first yttria-containing coating can be treated to remove attached yttria particles resulting from the sintering. In another embodiment, a second yttria-containing coating can be thermally sprayed on the first yttria-containing coating to cover the particles.