I was thinking of doing the same thing. I'm not sure if the ASTB transfers, I don't think they have an equivalent test. As far as I know (I talked to a recruiter and did some research) it is really hard to go right from Coast Guard OCS into Aviation training. For one thing, in the Coast Guard there is no guarantee of designation before you get to OCS. After OCS you pick what you want to do, but everyone usally ends up on a ship for a year or two for their first tour (unless you are an engineer). After that you can request a tranfer to aviation.
The other thing is that the market for pilots is tight, they don't have nearly the amount planes and copters as any other branch of the military and they already have a glut of pilots. They also usually take lateral transfers from Army and Navy copter pilots to fill their positions as there is far less training required.
It's not impossible, but your chances of flying anything are still better in the Navy, as you can be assured of your designation when you enter OCS. These are just my observations, I'd also like to know what others think.