Electrical Discharge Machining (EDM) an insulated metal
If you know what the coating is, maybe you could remove it in the area you want to machine and recoat it once done. I would not rely on the EDM to break down the insulation as they /generally/ operate at about 50v in my experience. If they have a good starting point they can sometimes edge there way into the insulation area, but the factors involved at too many to even try to guess.

If the part your working on isn't too hard or maybe try not conventional machining methods? I wish I could be more help.