Tim,
In general, we NEVER weld over coated steels, unless there is no alternative.  Best practice is to remove the coating, make the weld using conventional steel welding procedures/fillers (depending on the type of steel base metal) and then do some type of recoating of the welded area.  Reasons for not welding over coatings are numerous, but the main ones are potential toxic fume generation (health issues) and contamination of the weld with elements that may cause porosity, cracking, lowering of mechanical properties, etc.

Shielding gas would be whatever has been used during procedure qualification.  Depending on welding position, gases (and welding parameters) can be chosen that move you into the spray range where spatter is minimal.

Hope this helps.

Hi--We do a fair amount of welding coated materials, including Galv to paint-Loc etc.. This is all for Military and is all sheet metal and not structural. I use 3 primary processes for this  and we do all of them both manually and robotically. We found using a ER70S-6 .035" and dialing in a good Pulse waveform virtually eliminates all the spatter issues. For the real thin sections where burn-thru is more of an issue with coated materials--We exclusively use Innershield Wire (lincolns NR-152 .045" DC-). It runs very smooth, makes perfect .062" fillets and will NOT burn-thru and ZERO spatter. For all of our robotic applications  we run ER-CuSi wire ( silicon Bronze). We use all Lincoln Stt machines, and they have some great waveforms for this wire. It took sometime to dial this in robotically, but we are glad we spent the time as it has been saving us a ton of post weld cleanup time.