Aqueous coating slurries useful in depositing a dense coating of a ceramic electrolyte material (e.g., yttrium-stabilized zirconia) onto a porous substrate of a ceramic electrode material (e.g., lanthanum strontium manganite or nickel/zirconia) and processes for preparing an aqueous suspension of a ceramic electrolyte material and an aqueous spray coating slurry including a ceramic electrolyte material. The invention also includes processes for depositing an aqueous spray coating slurry including a ceramic electrolyte material onto pre-sintered, partially sintered, and unsintered ceramic substrates and products made by this process.