A method of manufacturing a thermoelectric material comprising: ball-milling a compound comprising a plurality of components, the first component M comprising at least one of a rare earth metal, an actinide, an alkaline-earth metal, and an alkali metal, the second component T comprising a metal of subgroup VIII, and the third component X comprises a pnictogen atom. The compound may be ball-milled for up to 5 hours, and then thermo-mechanically processed by, for example, hot pressing the compound for less than two hours. Subsequent to the thermo-mechanical processing, the compound comprises a single filled skutterudite phase with a dimensionless figure of merit (ZT) above 1.0 and the compound has a composition following a formula of MT4X12.