I doubt any kind of coating would be better than just solid beryllium electrode. The interface between the bulk and the surface would always be a weakness. I suspect by alloying the beryllium with other metals you may be able to improve some properties (at the expense of others) in order to optimise the electrical, physical and x-ray absoption characteristics.

Such as a beryllium-copper alloy with ~60% Cu by weight (ie mix of delta-Be2Cu and beta-Be phase grains) with other minor (<<1%) components such as Indium or Manganese. Then fine tweak the grain structure between surface and bulk by heat treating, giving a smooth transition from bulk to surface.