If you ordered your gas check maker from the guy in Alberta who sells those kits, you aren't going to have any issues with gas check fit, provided you gave him the proper dimensions for the gas check shanks on the bullets you are casting. I am on the verge of purchasing one of his kits myself to fit my .303 and .35 moulds, just because... But the gas checks I use now work just fine and I don't cast and shoot hundreds of cast bullets every single year.
Bullet moulds, powder coating, and gas check fit are tied together due to the dimensional changes from gas coating. I don't know if any of the commercial cast bullet manufacturers offer moulds designed with powder coating in mind.
I purchased my custom moulds from Accurate in the years before powder coating was discovered. They were spec'd from chamber castings to precisely fit the ball seat and lede of the rifles they were intended for. I used to lube them as cast, as they dropped from the mould exactly to size; Tom's moulds are fantastic, and the extra cost for a custom spec'd mould over what you'd pay for one off the store shelf is more than worth it.
Now that I exclusively powder coat, those bullets are now oversize. A pain in the azz that I've compensated to deal with for far too long. I'm going to order replacement moulds with the dimensions reduced by .002", which is what the powder coating has added.
For now, to compensate I run them through my Saeco sizer to reduce the size by a .001", then powder coat and seat gas checks afterwards, adjusting the seating as mentioned above as the bullets are still .001" oversize. Check seating is accompanied by a second trip through a sizer to reduce the dimension to what I'm looking for. I haven't had any problems seating gas checks on the powder coated shanks with the Saeco, but others using different equipment/seating may have a different result.
If you get into bullet casting for rifles serious enough to buy gas check makers, you should consider getting Accurate to make you moulds precisely for your rifle - and adjust the dimensions to account for the increases that the powder coat will introduce.
Tom will even put two different designs (or even three) in one set of mould blocks for a slight increase in the cost of the mould. Nice way to try two different designs with just one set of blocks.
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When I got obsessed with obtaining the best grouping possible with cast bullets in my rifles, I used to anneal gas checks on the thought it would help ensure the gas check was firmly seated square to the base of gas check when the bullet with the gas check pressed with finger pressure onto the bullet shank were fed into the Saeco. I don't recall if I found the incidence of fliers dropped.
After a brief debacle where I found my latest boxes of gas checks were not up to spec and weren't flush as I assumed they were to the bullet base before sizing, I ended up with two tools to double-eliminate that happening again.
The first was a tool that slightly chamfers the bottom edge of the heel of the gas check shank to remove any slight flashing that might disturb a flat fit of the check to the shank before feeding it into the Saeco for seating and crimping.
The second is a punch a gunsmith friend made that goes into my Co-ax press and both ensures the bottom of the gas check is perfectly flat and flares the gas check just the tiniest amount. The result is gas checks that aren't loose like the old slip on gas checks that always fell off when I tried them, but gas checks that just firm finger pressure will put in place for their upcoming trip through the Saeco gas check seater.
I know some people have excellent results with starting them base down on a solid surface, put the gas check shank in the check, align the bullet vertical by eye, and giving the nose a bit of a tap with a soft faced hammer. I have never tried that but it must work or they wouldn't still be doing it.
Powder coating powder is of various quality. I use whatever commercial stuff is repackaged and sold by the person using the online name "Smoke" provides. I started out with some I bought at Princess Auto; it worked but whatever it is that he sells results in a thinner and more uniform coat.
I don't think there's a hard number for how high velocities can go with powder coated bullets without requiring a gas check. That probably depends on many things including the alloy and how well the bullet fits the ball seat and lede to begin with. I have seen people saying they have loads at 1800 fps that don't require checks. My fun loads with the mould above shoot just fine without checks at 1660 fps, with wheel weight; the best grouping full power loads that are running a bit over 2200 fps work just fine with powder coat as the lube and a gas check in place. I don't know at what higher velocities powder coating would be less effective than traditional lubes.
My experiences only; yours and others may be completely different.
