I am having this exact same issue with a mandatory profile I created. First time logon for a student and the GPO applies perfectly. any subsequent logon and the GPO does not apply. While testing this, I noticed that I used "student12" to initially setup my mandatory profile and student12 is the only one that can logon multiple times and have the GPO applied. When all other students logon for the 2nd time, the GPO does not apply. (logon as an admin to the machine and remove the profiles for Studnet13, student14 etc and then when they logon for the 1st time again the GPO works.