To expand on timthetoolman's response. Use either Lennox or Milwaukie blades, 18 tooth bi-metallic. Wood blades will tear the plaster out.
Yes plaster with a drywall backing is quite common. Usually 2 ft by 8 foot pieces of drywall were used for this installation method. It is fairy easy to cut through with a sawsall and although some slight chipping of plaster may occur, it will be minimal as opposed to cutting other installation methods of plaster such as steel mesh-AHHH Terrible to cut and wood lath.