*without letting it cure in between*, correct? 

This is what I do as well as it takes advantage of the thixotropic properties of the gelcoat - thin when brushing, thick when left to sit. Brush it on so that everything is covered. By the time everything is covered, the gelcoat you've brushed on already has returned to its thickest state and you can brush over the top of it and disturb it less, allowing you to build thickness easier than if you tried to go straight to full thickness.

But don't let it cure in between that first thing coat and the second thin coat, it is all done in one application.

Correct. Just thin film followed right away with thicker second application (after about 2h folowed by "true" second layer).