Background: Genomic prediction aims to leverage genome-wide genetic data towards better disease diagnostics and risk scores. We have previously published a genomic risk score (GRS) for celiac disease (CD), a common and highly heritable autoimmune disease, which differentiates between CD cases and population-based controls at a clinically-relevant predictive level, improving upon other gene-based approaches. HLA risk haplotypes, particularly HLA-DQ2.5, are necessary but not sufficient for CD, with at least one HLA risk haplotype present in up to half of most Caucasian populations. Here, we assess a genomic prediction strategy that specifically targets this common genetic susceptibility subtype, utilizing a supervised learning procedure for CD that leverages known HLA-DQ2.5 risk. Methods: Using L1/L2-regularized support-vector machines trained on large European case-control datasets, we constructed novel CD GRSs specific to individuals with HLA-DQ2.5 risk haplotypes (GRS-DQ2.5) and compared them with the predictive power of the existing CD GRS (GRS14) as well as two haplotype-based approaches, externally validating the results in a North American case-control study. Results: Consistent with previous observations, both the existing GRS14 and the GRS-DQ2.5 had better predictive performance than the HLA haplotype approaches. GRS-DQ2.5 models, based on directly genotyped or imputed markers, achieved similar levels of predictive performance (AUC = 0.718-0.73), which were substantially higher than those obtained from the DQ2.5 zygosity alone (AUC = 0.558), the HLA risk haplotype method (AUC = 0.634), or the generic GRS14 (AUC = 0.679). In a screening model of at-risk individuals, the GRS-DQ2.5 lowered the number of unnecessary follow-up tests for CD across most sensitivity levels. Relative to a baseline implicating all DQ2.5-positive individuals for follow-up, the GRS-DQ2.5 resulted in a net saving of 2.2 unnecessary follow-up tests for each justified test while still capturing 90% of DQ2.5-positive CD cases. Conclusions: Genomic risk scores for CD that target genetically at-risk sub-groups improve predictive performance beyond traditional approaches and may represent a useful strategy for prioritizing individuals at increase risk of disease, thus potentially reducing unnecessary follow-up diagnostic tests.