The semiconducting Heusler compounds show great potential as high figure of merit thermoelectric materials that are composed of nontoxic, Earth abundant elements. Moreover, when combined the diverse range of other properties observed in Heuslers - namely magnetism, shape memory effect, caloric effects, topological states - these materials emerge as a promising multifunctional materials platform. However, challenges in controlling stoichiometry, defects, and interfaces, which often serve as sources of free carriers, have hindered their development. In this talk I will discuss how adsorption-controlled epitaxial growth by molecular beam epitaxy (MBE) can be used to controllably tune the free carrier concentration, Seebeck coefficient, and resultant power factor in NiTiSn, CoTiSb, and FeVSb films. I will also describe work on nanostructuring to reduce the thermal conductivity, using phase segregated nanoparticles and artificial superlattices. Our MBE grown films provide ideal systems in which to explore both intrinsic and extrinsic properties of thermoelectric Heuslers.