Early mammograms are covered if the doctor feels it's medically necessary. I've had 3 since I turned 30. Mostly for breast pain and the fact that one milk duct never dried up.
You are your best advocate. If you feel like a mammogram is necessary then get your ob/gyn to order it and the insurance should pay. However Mammograms combined with ultrasounds are a better diagnostic pairing than Mammograms alone.
Having Cancer is scary but you didn't say what type. Some cancers aren't known to re occur much less trigger a different type.
If you have had breast cancer then normal protocol is to keep getting those mammograms even before 40.