Polymeric coatings are commonly employed to alter surface properties. While some coatings are designed to remain stable over a prolonged period, in applications such as pharmaceuticals or fertilizers, the coating is designed to erode and reveal or release the underlying material. Self-immolative polymers (SIPs) undergo depolymerization following the cleavage of stimuli-responsive end-caps from their termini, enabling controlled depolymerization in the solid state and in solution. Poly(ethyl glyoxylate) (PEtG) is a promising SIP because of its depolymerization to benign products, but its amorphous structure and low glass-transition temperature make it unsuitable alone for coating applications. This study explored the blending of PEtG with polyesters including polycaprolactone (PCL), poly(l-lactic acid), and poly(R-3-hydroxybutyrate). Block copolymers of PEtG with PCL were also synthesized and studied. It was found that the phase separation behavior and consequently the thermal and mechanical properties of the materials could be tuned according to the composition of the blend, while the stimuli-responsive degradation of PEtG was retained in the blends. This work therefore provides a framework for the application of PEtG-based coatings in applications ranging from pharmaceuticals to agricultural products.