Obtaining thermoelectric materials with high figure of merit ZT is an exacting challenge because it requires the independent control of electrical conductivity, thermal conductivity and Seebeck coefficient, which are often unfavourably coupled. Recent works have devised strategies based on nanostructuring and alloying to address this challenge in thin films, and to obtain bulk p-type alloys with ZT > 1. Here, we demonstrate a new class of both p-and n-type bulk nanomaterials with room-temperature ZT as high as 1.1 using a combination of sub-atomic-per-cent doping and nanostructuring. Our nanomaterials were fabricated by bottom-up assembly of sulphur-doped pnictogen chalcogenide nanoplates sculpted by a scalable microwave-stimulated wet-chemical method. Bulk nanomaterials from single-component assemblies or nanoplate mixtures of different materials exhibit 25-250% higher ZT than their non-nanostructured bulk counterparts and state-of-the-art alloys. Adapting our synthesis and assembly approach should enable nanobulk thermoelectrics with further increases in ZT for transforming thermoelectric refrigeration and power harvesting technologies.