I don't do a coating, per se. I just mix an egg and seasonings into the meat, moosh it up, and grill. I find that they hold together well without any added carbs, but YMMV, and if the mixture is too moist, 1/4 cup of oat bran (yes, the uncooked cereal!) will tighten up the mixture perfectly. If you use 1 egg split between 4 burgers, it's 0 Points, and then you just have to count the points for the meat and the bun.
For my meatball recipe, which always has people wanting seconds or thirds, I use a sauce consisting of 1 c. (225 ml) chunky salsa and 1 can Coke Zero. It makes a sweet and tangy sauce after the liquid reduces that is to die for! You can throw in veggies such as onions, carrots, courgettes, carrots, sliced red peppers, etc, which enhances the flavour and thickens the sauce a bit, too. I like to serve the meatballs over bulgur, which is 2 points per cup instead of rice. Oh yeah - when I bake my meatballs in the oven first, they never fall apart in the sauce.