Coal gasification requires only only coal, oxygen and water, and...

Coal gasification requires only only coal, oxygen and water, and not methane, so I see no reason why the coal can't be gasified after the methane has been extracted; after all, the methane is vented into the atmosphere when coal is mined in the conventional way. However, the following report from LINC Energy suggests that UCG can extract the energy from the methane as well as the coal, although the paper also implies that this wouldn't make a lot of difference since the energy available from UCG is vastly greater than that available from CSG or indeed all other fossil fuels in Australia:

http://www.lincenergy.com.au/pdf/relatedreport-02.pdf