Semiconductor device package assemblies and associated methods are disclosed herein. The semiconductor device package assembly includes (1) a base component having a front side and a back side, the base component having a first metallization structure at the front side; (2) a semiconductor device package having a first side, a second side with a recess, and a second metallization structure at the first side and a contacting region exposed in the recess at the second side; (3) an interconnect structure at least partially positioned in the recess at the second side of the semiconductor device package; and (4) a thermoset material or structure between the front side of the base component and the second side of the semiconductor device package. The interconnect structure is in the thermoset material and includes discrete conductive particles electrically coupled to one another.