A good option, I've used them too. It is necessary to thin the gelcoat or the sprayer will clog and clean the sprayer immediately before the gelcoat sets up in the sprayer. I've used Acetone as a thinner, it works. Styrene is probably better as it flashes off faster.
In order to completely set up, gelcoat needs to be insulated from air. That's why finish gelcoats have wax in them. The wax floats to the surface of the wet gelcoat, blocks the air and the gelcoat cures.
If you have a job that might require multiple coats to build up to the correct thickness, use gelcoat without wax. Once applied the gelcoat will partially set up leaving a tacky surface which improves bonding with the next layer of gelcoat. When the gelcoat is thick enough, spray the surface with Polyvinyl Chloride (PVA) or a spray car wax. Once the gelcoat is sealed it will set up completely in a few minutes. PVA has the advantage of being water soluble, so it can be washed off. Car wax takes a more effort to remove.