Are you thinking of hardened steel by heat treatment methods?
If you are, then there are standard methods of testing, that speak about hardness testing by the VICKERS method to a certain depth of the hardened layer.
For example, ISO 2639 for Steels -- Determination and verification of the depth of carburized and hardened cases
Please mention the thickness of hard coating. Selection Rockwell/ Vickers is depend on thickness of coating. If coating thickness is 10 Micron Vickers with 0.1 kg will be ideal
Problem with very low load hardness testing (say micro-indentation hardness using Vickers or Knoop indenter) is that the hardness number varies with load and is affected by various parameters such as indenter speed, vibrations in the room, etc. I am afraid, how far one can reliably measure hardness (repeatability) using micro-indentation (with Vickers) or nano-indentation with Birkovich indenter.
The paper below describes about Rockwell hardness and the scratch test for evaluating adhesion in DLC coatings:-
"Evaluation of Adhesion and Wear Resistance of DLC Films Deposited by Various Methods", Takahiro Horiuchi, Kentaro Yoshida, Makoto Kano, Masao Kumagai, Tetsuya Suzuki, Plasma Processes and Polymers, Vol. 6, 2009; and for this paper, please see the link if you have access:- http://onlinelibrary.wiley.com/doi/10.1002/ppap.200930004/pdf
El método de dureza a emplear depende entre otros factores, del espesor de la capa. Por ejemplo, si se obtiene por cementación puede emplearse HRc, pero si la capa es nitrurada, entonces se debe aplicar HV o la microdureza HV.
As Nilda says: The method of hardness to be used depends, among other factors, on the thickness of the layer. For example, if obtained by cementation HRC can be used, but if the layer is nitrided then HV should be applied.
El método de dureza que se debe emplear depende de muchos factores entre los que se encuentran el espesor de la la pieza, el tratamiento térmico superficial que se le haya dado previamente y la configuración general de la pieza donde se toma la muestra
2) If you have access, please see the link (DLC Review by Sarah V Hainsworth and N. J. Uhure, Inter. Mater. Review, 2007):- https://lra.le.ac.uk/bitstream/2381/4745/3/Diamond-Like%20carbon%20coatings%20for%20Tribology_FINAL3.pdf
It depends on the coating thickness. But generally, it is better to use Vickers Microhardness. Based on my knowledge, other methods, which you mentioned, are not proper for coating hardness measurement because the substrate hardness directly affects the coating hardness and subsequently the reported hardness is not valid. In Vickers Microhardness, specially in cross section, you can easily determine the hardness in micro scale without any error.
Please see the following link for more information:
If the thickness of the coating is around 10 micron or less, then you may undertake a microhardness test or nano-indentation test. If the thickness of the coating is even less 2 micron to tens of nm, then possibly nano-indentation test would be better.
Please refer to the following paper (for nano-indentation on coated cutting tools):
Article Effect of deposition parameters on TiAlNcoating using pulsed DC CFUBMS
Often the macro hardness tests (mentioned in the question) are used to assess the adhesion of the coating to the substrate (particularly for coated cutting tools).
You may refer to Fig.1(c) of the following paper, where a Rockwell C indenter has been used.
Article Turning of titanium alloy with TiB 2 -coated carbides under ...