Filler problem

A popular pretreatment for powdercoating is to media blast the parts.  If you do this "heavy" enough, you should be able to remove the grind lines.  Being a former supplier of phosphating supplies and chemicals, I would also recommend that you phosphate your parts, too.

You could electroplate the parts to help fill in the lines, but I think that would be pretty costly.

You could polish and/or belt sand the parts to reduce the size of the lines to where the powdercoating will cover them.

You could electropolish the parts, which is generally done on harder substrates than plain steel, but it would still work nonetheless.

You could try to fill in the deep gouges with metal by using lead or another welding process like TIG.  However, on sheetmetal and thin metals in general, warpage does become a problem.  Just be careful when you powdercoat over the part.  Different metals expand and contract differently and this may cause some other issue to occur.

How are you getting the gouges in the first place?  Often, it is better to correct the root cause of the problem than to fix it after the fact.

There is a powdercoating school going around the US that is GREAT for new and experienced people alike.  I attended the LA school last year as a vendor/sponsor/attendee and learned a ton.  It is highly recommended.  There is usually a troubleshooting session towards the end of the class where you can ask any questions you have.  And many people sneak in their questions during the regular portion of the class, too.