In this investigation, thermally sprayed cylindrical specimens are machined by turning with different cutting speeds. To ensure that process-induced shearing loads do not cause delamination, a fine helical dovetail structure is cut into the substrate before it is coated with FeCrNi alloy by air plasma spraying. Dovetail structures with different geometries were produced and their effectiveness is compared. The finish-machined surfaces of the FeCrNi coatings were examined and characterized with respect to feed marks, cracks, open pores, pull outs, and residual stresses. It is shown that surface roughness and the number of pull outs decrease with increasing cutting speed while residual stresses remain relatively unchanged, except for the orientation of the first principal stress.