I am interested in putting a steam generator in my remodeled bath but I cannot find the finish i want on the controls to match my fixtures. Can I get the controls and steam head and have the matching finish done by my own plating company?

While I'm sure this is possible, I cannot tell you if it is doable.  You will need to speak directly with the control manufacturer to gauge the effect, if any, on your product warranty.  Any time you physically alter a product, you run the risk of impacting its functionality, removing any guarantee the original manufacturer can provide.  You should also contact the plating company to see if they are willing to take on the responsibility of altering another manufacturer's product.

To summarize, I wouldn't recommend it...  Have you considered asking the control manufacturer about providing you a custom finish?