I've used Coloplas sheets to make RC model airplanes and I've read there is a coating
on the surface that makes if very-very difficult to glue to.. (Or even paint).
SPA3D pictures by Xringer - Photobucket
I've never even tried to glue anything to it. It's slick stuff..
There is a process called 'flashing', where you lightly pass a propane torch over
the surface to burn away the coating, without (maybe) burning the plastic..
IIRC, that was a bit difficult for me.
RC Airplane/Coroplast - Wikibooks, collection of open-content textbooks
When I have painted Coroplas, I used paint made just for plastic, PVC etc.
Krylon Fusion, supposedly bonds to the molecules of plastic surface being painted.
But it didn't stick to Coroplas very well. I could easily remove it using a fingernail..
Easy stuff to cut, but, not very easy to glue.. For making an exchanger 'X' stack,
I would try a very small shot of spray glue between sheet layers. Just a mist of Duro All-Purpose Spray Adhesive.