We report on the thermomechanical and thermal tuning properties of curved-mirror Fabry-Perot resonators, fabricated by the guided assembly of circular delamination buckles within a multilayer a-Si/SiO2 stack. Analytical models for temperature dependence, effective spring constants, and mechanical mode frequencies are described and shown to be in good agreement with experimental results. The cavities exhibit mode volumes as small as $sim10lambda^3$, reflectance-limited finesse $sim3times10^3$, and mechanical resonance frequencies in the MHz range. Monolithic cavity arrays of this type might be of interest for applications in sensing, cavity quantum electrodynamics, and optomechanics.