The silicone plug and cap kits are very helpful for keeping the powder out of threaded holes and off threaded bolts. Also, Brian at Columbia Coatings is very helpful if you have technical questions. I order from him regularly.
Powder will melt and "telegraph" whatever is under the finished coat, so make sure you get any casting flash or blemishes sanded flush before you shoot. If you decide to media blast, do NOT use glass bead. It can get trapped in the material and pop out during the curing process, producing a small unsightly crater.
If I were you, I would practice on some scrap pieces first to get a feel for how the powder "feels" coming out of the gun and loading on the surface. Much better than shooting your cases and having to strip them back down if you don't like the finish. It's similar to auto painting in that if you apply too much OR too little, the finish won't be acceptable. You can't just reapply another coat and fix the problems from the first coat.
Spray in the cleanest environment you can find. You won't believe how far dust will travel to find your part.
Have fun and show us how it comes out!!!