Hi Leo - I tried a variety of different approaches with charcoal, and what I found is that powder, also the stuff you grind yourself, does not stay on very well unless you use a lot of fixative. But here is a better way that I use: I got these charcoal sticks (similar in size to graphite sticks) and I spread them in broad strokes on a a gessoed panel, then spray with water and manipulate with brushes, fingers etc (fingers: wear surgical gloves). It dries quickly, then you can use erasers to work it. Any charcoal stick, as long as it is soft enough, can be manipulated with water. This is a added dimension.
I've seen Allen Williams use powder on his gesso panels. So, it seems you're right, the gesso has more tooth for the charcoal / powder to work it's way into. I'll have to give it a spin.