I will explain you exactly how the jump mechanic works, there's some hidden tricks that I don't mention on the game (which it's completely my fault, sorry) that I suppose are making this confusion.
So if you are grounded and you press the jump input you get a specific high depending on how much time you pressed the button (like in almost all games of this style). If you pick a double jump gem, you can double jump on mid air once, but it's not mandatory to do it right after picking the gem. You can reserve the double jump for later as long as you don't press jump on mid air.
Then there's a thing that I call "Corner jump", which may be what is causing this confusion. While you are jumping (no matters if it is a doble jump or not) and you hit a corner or the high zone of a wall, the player recieves a small impulse upwards. This impulse can be buffered by pressing the up-arrows so it has a higher impact. The same applies in this case:
The trick there is to get the double jump gem, jump on mid air, hit the wall and press up for a higher corner jump.
Hope it was useful to you!
I think I will put all this explanations on the web of the game too.