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Thermally sprayed coatings are being studied and developed as methods of enabling lightweight composites to be used more extensively as structural components in propulsion applications in order to reduce costs and improve efficiency through weight reductions. The primary goal of this work is the development of functionally graded material (FGM) polymer/metal matrix composite coatings to provide improved erosion/oxidation resistance to polyimide-based polymer matrix composite (PMC) substrates. The goal is to grade the coating composition from pure polyimide, similar to the PMC substrate matrix on one side, to 100% WC-Co on the other. Both step-wise and continuous gradation of the WC-Co loading in these coatings are being investigated. Details of the processing parameter development are presented, specifically the high velocity oxy-fuel (HVOF) combustion spraying of pure PMR-II matrix material and layers of various composition PMR-II/WC-Co blends onto steel and PMR-15 composite substrates. Results of the HVOF process optimization, microstructural characterization, and analysis will be presented. The sprayed coatings were evaluated using standard metallographic techniques - optical and scanning electron microscopy (SEM). An SEM + electron dispersive spectroscopy (EDS) technique has also been used to confirm retention of the PMR-II component.