Different powders are more prone to sticking.
I have powders that never stick to each other and others that always stick to each other.
often you can add a little never stick to each other powder to always stick to each other powder to make it quit sticking. (you're likely to get a slight color change)
Always shake off ALL the excess powder.
Like WL said in another thread, timing is also important. you need to give the freshly baked PC a little time (15-45 seconds) after removing it from the oven before you do anything with it. YMMV