By definition, coördination must be mutual. Therefore to say that he coördinated with you is using the word in precisely the same way as saying the you coördinated with him. Hence there is absolutely no difference between the usage of the word coördinated in either sentence.
I'd go with the first to be more direct, avoid the whom construction which can trip readers up, and to make the person I'm thanking the actor rather than the patient, but the word itself is used the same either way.
Making both of you the subject might be better still:
Mr XYZ and I coordinated to produce this project, and I would like to thank him.
Or even better to use the noun:
This project is the result of considerable coordination between Mr XYZ and myself, so I would like to thank him.