I've had issues installing gas checks after powder coating with certain molds (not .22 but larger calibers). It depends on the mold though, I shoot a couple Lee and H&G designs that accept gas checks over powder coated bullets just fine, but have had a couple different NOE molds that just will not take a gas check without shaving the coating off.

My solution was a tapered punch to flare the gas check a little. Sounds tedious, and doing it in the luber-sizer press was, but then I started doing it by hand and found that faster and easier. My punch is just a steel bar, with a truncated cone profile on one end, with the meplat an appropriate size for the gas check. I just press it into the check and slap the back of the punch by hand, easy peasy, can do a hundred or so in a couple minutes.