Methods for producing highly spherical particles that comprise: mixing a mixture comprising: (a) nanoclay-filled-polymer composite comprising a nanoclay dispersed in a thermoplastic polymer, (b) a carrier fluid that is immiscible with the thermoplastic polymer of the nanoclay-filled-polymer composite, optionally (c) a thermoplastic polymer not filled with a nanoclay, and optionally (d) an emulsion stabilizer at a temperature at or greater than a melting point or softening temperature of the thermoplastic polymer of the nanoclay-filled-polymer and the thermoplastic polymer, when included, to disperse the nanoclay-filled-polymer composite in the carrier fluid; cooling the mixture to below the melting point or softening temperature to form nanoclay-filled-polymer particles; and separating the nanoclay-filled-polymer particles from the carrier fluid.