A method of forming a cooled wall segment (20, 120, 220, 320) for a gas turbine engine, the method comprising: forming a first portion (52a, 52b, 52c, 52d, 52e, 152, 152', 252, 352) defining at least one retention element (30, 130) of the body of the wall segment; forming a second portion (50a, 50b, 50c, 50d, 50e, 58c, 58e, 150, 150', 158, 158', 250, 258, 350) including a porous material permeable to air and containing a plurality of interconnected pores, the first portion including a material less porous than the porous material permeable to air, wherein a surface of the second portion (50a, 50b, 50c, 50d, 50e, 150, 150', 158, 158', 250, 258, 350) is exposed to define at least part of a contact surface (24, 26, 28, 124) of the body configured to be in contact with hot gas circulating through the gas turbine engine; characterized in that the cooled wall segment (20, 120, 220, 320) is formed through a powder injection molding process, comprising: forming a green body of the wall segment, including: forming the first portion (52a, 52b, 52c, 52d, 52e, 152, 152', 252, 352) from a first feedstock, and forming the second portion (50a, 50b, 50c, 50d, 50e, 58c, 58e, 150, 150', 158, 158', 250, 258, 350) from a second feedstock; and debinding and sintering the green body, such that the second feedstock defines the porous material permeable to air and containing the plurality of interconnected pores, and such that the first feedstock defines the material less porous than the material defined by the second feedstock. forming a first portion (52a, 52b, 52c, 52d, 52e, 152, 152', 252, 352) defining at least one retention element (30, 130) of the body of the wall segment; forming a second portion (50a, 50b, 50c, 50d, 50e, 58c, 58e, 150, 150', 158, 158', 250, 258, 350) including a porous material permeable to air and containing a plurality of interconnected pores, the first portion including a material less porous than the porous material permeable to air, wherein a surface of the second portion (50a, 50b, 50c, 50d, 50e, 150, 150', 158, 158', 250, 258, 350) is exposed to define at least part of a contact surface (24, 26, 28, 124) of the body configured to be in contact with hot gas circulating through the gas turbine engine; characterized in that the cooled wall segment (20, 120, 220, 320) is formed through a powder injection molding process, comprising: forming a green body of the wall segment, including: forming the first portion (52a, 52b, 52c, 52d, 52e, 152, 152', 252, 352) from a first feedstock, and forming the second portion (50a, 50b, 50c, 50d, 50e, 58c, 58e, 150, 150', 158, 158', 250, 258, 350) from a second feedstock; and debinding and sintering the green body, such that the second feedstock defines the porous material permeable to air and containing the plurality of interconnected pores, and such that the first feedstock defines the material less porous than the material defined by the second feedstock. forming a green body of the wall segment, including: forming the first portion (52a, 52b, 52c, 52d, 52e, 152, 152', 252, 352) from a first feedstock, and forming the second portion (50a, 50b, 50c, 50d, 50e, 58c, 58e, 150, 150', 158, 158', 250, 258, 350) from a second feedstock; and debinding and sintering the green body, such that the second feedstock defines the porous material permeable to air and containing the plurality of interconnected pores, and such that the first feedstock defines the material less porous than the material defined by the second feedstock.