I have applied 2 coats of powder to parts several times. Sometimes with a top coat of clear and sometimes with a top coat of color. I have never had a problem. I have also successfully applied powder and only half cured it, sanded it, and then final cured it to a perfect smooth gloss. I have even used the first coat to as a sand-able primer to fill in minor defects in the part to get a smooth finish. I had one part that was so rust pitted, I think I sanded and coated 3 times.
I also had problems with castings leaching oil when heated. The trick is to preheat the casting and burn the oil out of it first. I have applied powder with the part being hot and cold with good results.
Another option for you is to apply a primer coat. I have never used powder primers but it may be an option for you.
Getting powder to adhere to the part can be frustrating. Like Durableoreo mentioned, it looks like you may have a voltage problem. I have found lately that I do not pull the trigger of the gun to full on. Just crack the trigger for a very low pressure and powder flow. Hit the part with a fine cloud of powder.
Good luck, shoot us a pic of your problem. It would help immensely.
PS. I use the same gun as you do.