Sorry for my late reply.
I know what you mean. I have a topic where I am trying to engrave clear polystyrene (kind of acrylic). So I am doing some experimentation as well. Right now I use tempera paint (that was unknown to me) as a mask. I have to apply it with a HVLP spay gun to achieve a even layer.
As the Mylar as so thin and tempera paint is so easy to remove (running water from the tap or with a small brush) it might work for you… 
If you´re curious about my findings…
https://forum.lightburnsoftware.com/t/discovering-how-to-engrave-transparent-acrylic-polystyrene-with-a-diode-laser/100242/22