When addressing the thermodynamics of finite-sized systems, one must specify whether one wants to fix conserved charges to a sharp value or whether one is content to fix their thermodynamic average. In other words, contrary to the thermodynamic limit, different statistical ensembles are not equivalent. When treating the plasma phases of gauge field theories perturbatively in the canonical ensemble, unexpected new difficulties arise in comparison with the usual grand canonical treatment. The purpose of this paper is to expose these difficulties and show how they can be remedied, thus recovering a well-defined description of plasmas even in a finite-size, canonical ensemble setting. For definiteness, a specific model is considered, namely QCD with SU(2) color; however, the treatment presented should be applicable also to higher-dimensional systems with different types of Coulomb interaction.

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