Nanostructuring, adding filler and substitution are common and promising methods to improve thermoelectric materials. We have performed density functional theory-based calculations to investigate the structural, electrical and thermal properties of Ca and Ce double-filled Fe4Sb12 and Co4Sb12-2xTexGex skutterudite compounds (x = 0, 0.5, 1, 2, 3 and 6). In both systems, the filler and substitutional atoms lead to a decrease in lattice constant. The pnicogen rings in CoSb3 are structurally distorted as Te/Ge substitution concentration increases, indicating a deviation from cubic symmetry for the compound. As electrical conductivity increases, a transition from direct to indirect band gap semiconducting behavior occurs. Phonon dispersion relations show that the lattice thermal conductivities of both compounds are dominated by acoustic modes. For Co4Sb12-2xTexGex compound, x = 3 has the lowest phonon dispersion gradient, resulting in the lowest lattice thermal conductivity. We will also discuss the computational screening of transition-metal dichalcogenide-related nanomaterials.