A method includes bonding a supporting substrate to a semiconductor substrate of a wafer. A bonding layer is between, and is bonded to both of, the supporting substrate and the semiconductor substrate. A first etching process is performed to etch the supporting substrate and to form an opening, which penetrates through the supporting substrate and stops on the bonding layer. The opening has substantially straight edges. The bonding layer is then etched. A second etching process is performed to extend the opening down into the semiconductor substrate. A bottom portion of the opening is curved.