You should be able to save the capability and request it again. The powerbox was implemented pretty late in Sandstorm's more active development period, so there's not a ton of production examples of using it effectively, especially between grains.
One example of grain-to-grain access which might be useful to see is
https://github.com/zenhack/sandstorm-filesystem (I do have a copy of the built SPK for this if you want to see it in action. Though it doesn't look like Ian implemented any storage of the capability.
Then more generally, for outbound HTTP requests, there's the
https://github.com/sandstorm-org/powerbox-http-proxy which implements requesting access to outside domains via the powerbox, then saves and reuses the capability for future requests to the same domains. This is in production use, most heavily in our TTRSS package.