A method of forming a thermoelectric device may include forming a plurality of islands of thermoelectric material on a deposition substrate. The plurality of islands of thermoelectric material may be bonded to a header substrate so that the plurality of islands are between the deposition substrate and the header substrate. More particularly, the islands of thermoelectric material may be epitaxial islands of thermoelectric material having crystal structures aligned with a crystal structure of the deposition substrate. Related structures are also discussed.