I looked into starting/re-starting the Rhodes and Fullbright processes at KP several years ago. As part of that I met with the USNA professors who coordinate the processes there. At the time they were also assisting the USCGA in their application processes as well ... how to apply, what to include, reviewing the CGA applications, etc. They were more than willing to assist KP too, but neither KP nor the AAF expressed an interest at that time. Remember that it was the Colonel running KP at the time, not Buono, so perhaps there would be a better response under the new leadership.
Two comments FYI and at this time:
1st
o DOD funds these scholarships (via each academy's budget) for the 3 military academies
o DHS does for the CGA via its budget
o I suspect that MARAD would be required to agree to these in KP's case, and that could be very difficult to obtain ... for a number of reasons.
2nd
o after researching I found that there are a fair number of KP grads who rec'd Fulllbright scholarships, but to my knowledge all of these were accomplished without MARAD/KP sponsorship.