Incorporating high-entropy alloys (HEAs) in composite microlattice structures yields superior mechanical performance and desirable functional properties compared to conventional metallic lattices. However, the modulus mismatch and relatively poor adhesion between the soft polymer core and stiff metallic film coating often results in film delamination and brittle strut fracture at relatively low strain levels (typically below 10%). In this work, we demonstrate that optimizing the HEA film thickness of a CoCrNiFe-coated microlattice completely suppresses delamination, significantly delays the onset of strut fracture (～100% increase in compressive strain), and increases the specific strength by up to 50%. This work presents an efficient strategy to improve the properties of metal-composite mechanical metamaterials for structural applications.