Post-mechanical plating heat treatment induces the formation of an iron–zinc (Fe-Zn) rich intermetallic layer between Zn and ZnSn coatings and the substrate. Despite increased outer coating porosity, the corrosion resistance of Zn- and ZnSn-coated steels significantly improves after heat treatment, attributed to the formation of intermetallic phases. This study employs small- and ultra-small-angle neutron scattering (SANS and USANS) to investigate the behavior of mechanically plated Zn and ZnSn coatings pre- and post-heat treatment. In the presence of a relatively thick steel substrate, strong multiple scattering occurs. However, by identifying a specific high Q-range region where multiple scattering is negligible, we reveal small but significant differences. Porod’s slopes, denoted as ‘n’, are calculated for uncoated steel, and Zn- and ZnSn-coated steels (both with and without heat treatment). These slope values reflect contributions from different interfaces on the particles’ surface roughness. Despite the challenges of multiple scattering, our findings offer valuable insights into coatings’ behavior. The study lays a foundation for future investigations into coating behavior using SANS/USANS techniques.