Many polymers are gas permeable and can be spin coated. PDMS is one of the most permeable. Urethane is about 100 times less permeable but it is still permeable. Any polymer that can be dissolved in a solvent can be spin coated. Most castable polymers can also be spin coated.
As you can see in my presentation, PDMS membranes can be manufactured by spin coating, mantaining their selective characteristics to various gases. However, the measured permeability (not the true permeability) decrease with the thickness, for thickness lower than some tens of micrometers