To practice bringing on the power quicker on the water (like your coach keeps calling for), get on the erg and turn the fan down to zero. Placing the fan at zero gives you less resistance and allows you to push quicker from the very beginning of the catch.
The idea is to practice getting a steep power curve on your display like the attached image shows in the Grinko style. You are trying to get the power on right away (on the left side of the display/graph) and have a smooth finish (line). The smooth finish will be indicated in an unbroken line and can only be achieved if you don't pull too hard through your finish.