This question is basically an extension of the following fact: given a finite dimensional, associative, unital $k$-algebra $A$, then the vector dual $A^*$ is a coassociative, counital coalgebra with coproduct $\Delta : A^* \rightarrow A^*\otimes A^*$ given by $\Delta(f)(a\otimes b) = f(ab)$. This fact depends on $(A\otimes A)^*$ being isomorphic to $A^*\otimes A^*$ as vector spaces, as seen by evaluating the coproduct $\Delta(f)$ on $A\otimes A$.
I am starting with a finite dimensional right $A$-module $Q$, over finite dimensional algebra $A$, and constructing a right $A^*$-comodule structure on $Q^*$ as $\rho : Q^* \rightarrow Q^*\otimes A^*$ defined by $\rho(f)(x\otimes a) = f(x\cdot a)$. Again we have an isomorphism between $(Q\otimes A)^*$ and $Q^*\otimes A^*$ and freely evaluate $\rho(f)$ on $Q\otimes A$. As far as I see this is a coassociative comodule when Q is an associative module. Have I made an error in reasoning? Why does no source I know of on Hopf algebras mention such a construction?
Thanks for any help.
Let me add another proof of the fact claimed in OP i.e. of the fact that:
I am actually going to show that the above comodule comes from synthesizing (composing) two well known constructions (functors):
Construction I: $\ \ \mathbf{Q_A\longrightarrow {}_AQ^*}$
i.e. if $Q$ is a right $A$ module then its dual space $Q^*$ becomes a left $A$ module through: $$ (a\cdot g)(x)=g(x\cdot a) $$ Construction II: $\ \ \mathbf{{}_AQ^*\longrightarrow (Q^*)^{A^*}}$
i.e. if $Q^*$ is a left $A$ module then $Q^*$ is a right $A^*$ comodule through: $$ \begin{array}{c} \rho:Q^*\rightarrow Q^*\otimes A^* \\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ g \ \ \mapsto\rho(g)=\Sigma_{i=1}^{k(g)}g_i\otimes f_i \end{array} $$ where $a\cdot g=\Sigma_{i=1}^{k(g)}f_i(a)g_i$, with: $a\in A $, $\ x\in Q$, $\ g_i,g\in Q^* $, $\ f_i \in A^*$.
(In the above, $g_i$, $\ i=1,...,k(g)$, are a $k$-basis of the submodule $A\cdot g$ generated by $g\in Q^*$. $k(g)$ is the $k$-dimension of $A\cdot g$ -which is necessarily finite- and it can be shown that the above definition of $\rho$ is independent of the choice of the $g_i$ (i.e. independent of the choice of basis of $A\cdot g$). $k$ is the field.)
Now, synthesizing the above constructions $I$, $II$, you can start with a right $A$ module $Q_A$ and end up with a right $A^*$ comodule $(Q^*)^{A^*}$: $$ \mathbf{Q_A\stackrel{I}{\longrightarrow} {}_AQ^*\stackrel{II}{\longrightarrow} (Q^*)^{A^*}} $$ I will now show that this synthesis, results in exactly the same comodule structure described in OP:
Supressing the $\Psi$ isomorphism -for simplicity in the notation- we get: $$ \rho(g)\big(x\otimes a\big)\stackrel{II}{=}\sum_{i=1}^{k(g)}g_i(x)f_i(a) \stackrel{II}{=} \big(a\cdot g\big)(x) \stackrel{I}{=} g(x\cdot a) $$ for all $x\in Q$ and $a\in A$, which concludes the proof.
P.S.: For details on the construction $I$ you can look at Drozd-Kirichenko's book on Finite dimensional algebras (ch. 9, p. 159). Construction $II$ is valid for any left $A$ module $M$ (i have just set $M=Q^*$ above). Such constructions can be found in Dascalescu's et al book on Hopf algebras. However, there, it is written for the general case of infinite dimensional Hopf algebras and their restricted duals. (See also these notes, sect. 4.3, p.14-15). If you are interested in a simplified form of the proof for the finite dimensional case, I can provide it here in detail.
Finally, it is interesting to note that both of these constructions are functorial, and they provide isomorphisms between the corresponding categories of (f.d.) right modules, left modules and right comodules. Such functors are frequently called dualities in the literature.