Highly sensitive miniature thermal sensors can be developed when using semiconducting materials instead of conventional metallic alloys in high temperature thermoelectric (TE) detectors. The principle of functionally graded materials (FGM) has been evidenced to be capable to tune the temperature characteristics of the signal responsivity of thermal sensors in a manner that it becomes almost independent from temperature over a range of several hundred K. A preparation technique for segmented thermoelectric FGM made of double doped FeSi2 is demonstrated. Correlated variation of the TE properties caused by modification of doping type and concentration has been reported before. The doping content of the semiconductor was tuned to vary the temperature dependence of the Seebeck coefficient S and its ratio to the thermal conductivity S/kappa. These quantities have to be held constant over temperature to insure sensor linearity, i.e. to accomplish temperature independent responsivity of a thermal sensor in particular application cases (e.g. embedded or free-standing design). For p-type FeSi2 this could not be achieved by any homogeneous material, but by preparing a stack of segments with significantly different temperature dependence of the Seebeck coefficient. Constant integral thermopower of a p-type FeSi2 FGM could be achieved over a wide temperature range (between -50 degrees C and +500 degrees C) with a comparably high value of about 270 muV/K with a variation lower than +/-2%. Segmented pilot thermocouples were prepared according to the theoretical model. Desired constancy of the integral thermopower was found experimentally. First calibration tests showed good linearity of a pre-prototype sensor specimen. Hence, the FGM thermal sensors concept was extended to p/n-type stacked elements in order to increase responsivity. Modeling of up to 4-segment FGM of doped FeSi2 materials with dissimilar temperature dependence results in high values of sensor responsivity and extremely good linearity, in particular when combining p- and n-type segments.