I'm trying to see that the invariance of the Klein–Gordon field implies that the Fourier coefficients $a(\mathbf{k})$ transform like scalars: $a'(\Lambda\mathbf{k})=a(\mathbf{k}).$
Starting from the mode expansion of the field
$$\phi'(x)=\phi(\Lambda^{-1}x)= \int \frac{d^{3}k}{(2\pi)^{3}2E_{k}} \left( e^{-ik\cdot \Lambda^{-1}x}a(\mathbf{k}) +e^{ik\cdot \Lambda^{-1}x}b^{*}(\mathbf{k}) \right),$$
it's easy to see that it equals
$$\int \frac{d^{3}k}{(2\pi)^{3}2E_{k}} \left( e^{-i(\Lambda k)\cdot x}a(\mathbf{k}) +e^{i(\Lambda k)\cdot x}b^{*}(\mathbf{k}) \right).$$
when using the property $\Lambda^{-1}=\eta\Lambda^{T}\eta$. Then doing a change of variable $\tilde{k}=\Lambda k$ and considering orthochronous transformations so that the Jacobian is 1, then I get the wanted result ($a'(\Lambda\mathbf{k})=a(\mathbf{k})$) when comparing with the original mode expansion. However, this is not quite right as I would have to justify that $E_\tilde{k}=E_k$ but I can't see how.