Some times paint, and powder finishes don't like to adhere to certain metals. I have worked in body shops and restored older cars and generally tinker with a little of everything.
If I were the one facing this issue I would try to spray the jigs / weights / or whatever I was trying to coat with an etching primer. This primer will etch itself into the metal and make the exterior surface more accepting of the powdercoat. Any time I repaired an aluminum skeg on a boat engine or cavitation plate we would always have to use an etching primer. This also works on magnesium, galvenized metals etc. I have never painted or coated tungsten but don't know why it wouldn't work. It seems to me like the next logical step to try..
Hope this helps