As working conditions become increasingly complex and demanding, stainless steel often struggles to meet all performance requirements. Therefore, applying high-entropy alloy (HEA) coatings on the surface of stainless steel is essential for enhancing the material's overall performance. This study investigated the effects of various processing parameters—including loading speed (LS), cutting speed (CS), the number of polishing cycles, scratch depth, and temperature—on the AlCoCrFeNi HEA/253MA composite material at the nanoscale using nanoindentation and nano-scratch simulations. Additionally, the research discussed the impact of grain size on the material's wear resistance. The findings indicate that the interaction between abrasives and HEA coatings during the nanoindentation process can be divided into four stages: the long-distance stage, the attraction-dominant stage, the turning and equilibrium stage, and the repulsion-dominant stage (before contact, at -5 to 0 Å). The load gradually increases after contact between the abrasive and the HEA coating (0 to 20 Å), showing a positive correlation between LS and indentation force. Adding HEA coatings significantly reduces frictional and normal forces during nano-scratch testing, minimizing the fluctuations in force. After more than two polishing cycles, the frictional force Fx exhibits different variation patterns. The average coefficient of friction (COF) initially decreases and increases as grain size decreases. Conversely, the COF increases with rising temperature and scratch depth. At 1K, the atoms in the alloy are nearly stationary, resulting in low surface free energy. At 300K, the surface atoms arrange themselves into a more stable structure, thereby maximizing surface energy.