There is hardy any information for us... Why can't you succeed? What's happening? Give us more information so we can help you... The only best practice I can recommend is to use classes for the styling of the panels instead of what they use which is ID's.
If i load the homepage, the overlay panel appears. Then if I clic on a link with ajax dom jquery mobile insertion, the overlay panel #anotherPage-popupPanel doesn't appear.
I don't know if I had to make a popup for each page.