Grain boundaries are known to be able to impede phonon transport in the material. In the thermoelectric application, this phenomenon could help improve the figure-of-merit (ZT) and enhance the thermal to electrical conversion. Bi2Te3 based alloys are renowned for their high ZT around room temperature but still need improvements, in both n- and p-type materials, for the resulting power generation devices to be more competitive. To implement high density of grain boundaries into the bulk materials, a bottom-up approach is employed in this work: consolidations of nanocrystalline powders into bulk disks. Nanocrystalline powders are developed by high energy cryogenic mechanical alloying that produces Bi(Sb)Te(Se) alloy powders with grain size in the range of 7 to 14 nm, which is about 25% finer compared to room temperature mechanical alloying. High density of grain boundaries are preserved from the powders to the bulk materials through optimized high pressure hot pressing. The consolidated bulk materials have been characterized by X-ray diffraction and transmission electron microscope for their composition and microstructure. They mainly consist of grains in the scale of 100 nm with some distributions of finer grains in both types of materials. Preliminary transport property measurements show that the thermal conductivity is significantly reduced at and around room temperature: about 0.65 W/m-K for the n-type BiTe(Se) and 0.85 W/m-K for the p-type Bi(Sb)Te, which are attributed to increased phonon scattering provided by the nanostructure and therefore enhanced ZT about 1.35 for the n-type and 1.21 for the p-type are observed. Detailed transport properties, such as the electrical resistivity, Seebeck coefficient and power factor as well as the resulting ZT as a function of temperature will be described.