Charlie Burns did it three times iirc. 2 with the seals and 1 with the north stars.
He was a Seals' player-coach before they were in the NHL. He was the last player-head coach when he took over in Minnesota after Wren Blair in 1969.
There have been many player-coaches in NHL history. It was relatively common in the early years of the league.
As I said the last player-head coach was Charlie Burns in 1969-70. There have been players since then who have officially been assistant coaches as well. The last I can think of was Bryan Trottier, who played for and was one of the Penguins' assistant coaches in 1993-94. Mike Eaves retired in 1985 after suffering an injury, was an assistant with the Flames, and came back to play in the '86 playoffs to replace the injured Carey Wilson in the lineup. Bobby Clarke was a Flyers assistant coach in the early '80s; he relinquished the captaincy as a result.