If it interests you..
Coated dyneema will hold a prusik, even the thin sub 1mm stuff, but you either have to use a thinner diameter cord for the 'loop' (which is how a prusik should be done anyway) or add an extra wrap or two. Been using them for years without failure, including on a structural ridge line (1.5mm marlow) loaded with over 65kg static, plus shock load.
Once the PU coat starts to wear off it will hold lighter loads via prusik without the extra wraps / smaller cord. So you can do it the 'improper /lazy way' for guys and non structural loads if you let the rope bed in. Under use this will happen rather quickly, the coating does not truly bond to the dyneema and it rubs off remarkably quickly if used.
A knot that won't hold under proper load (if it interests you), regardless of coat, is a becket hitch. Even a locked double becket will slip on 3mm cord @ 65kg. The only way around that is to use different cord for the loop, preferably webbing straps. Or get sheathed dyneema.
Again, this might interest you. Marlow and samson also sell thinner braids in a decent range of colours at a good price. I have 1.5mm marlow excel in black right here, fairly sure it was sub 60p a meter. Think i got it from argos [via ebay]. I also have thinner diameters, iro 1mm, in yellow [zing-it and marlow] and grey [lash-it].
I do think that sheathed dyneema would suit most people better as a general purpose cord though. It takes knot's easily and can be braided just as well as standard hollow core dyneema. It's strong, light, comes in a range of colours and is less prone to debris ingress and abrasion of the dyneema 'core'. It's also comparably priced.