I have yet to try using pastel powders but stumbled upon an tip yesterday:
After paint, but before pastel/weathering powder application, you spray the model down with unscented hairspray. You then add your powder and finish off by spraying your dull coat. I know AK makes a product for sticking the powder on, but I’m going to venture a guess and say that a can of unscented hairspray is way cheaper. If it works, of course.