Strongly nonlinear phononic crystals were assembled from a chain of Parylene-C coated steel spheres in a polytetrafluoroethylene holder. This system exhibits strongly nonlinear properties and extends the range of materials supporting sonic-vacuum-type behavior. The combination of a high density core and a soft (low elastic modulus) coating ensures a relatively low velocity of wave propagation. The bead contact interaction caused by the deformation of the Parylene coating can be described by classical nonlinear elastic Hertz theory with an effective value of the elastic modulus equal to 15 GPa for the contact interaction. Strongly nonlinear solitary waves excited by impacts were investigated experimentally and compared to chains composed of uniform steel beads. Fracture of the polymer coating was detected under relatively large pulse amplitude