I used Kilz interior oil based primer and my cut-in borders are noticeably lighter than the rolled areas. I only cut-in small sections at a time so I could paint the walls while the cut-in was damp.
Should I cut-in again with the Kilz before applying the semi-gloss latex paint or should I just apply the cut-in latex paint extra thick?
You will just need to cut in again, and second coat is alway quicker than the first! One coat cut in can be accomplished with the proper thickness applied. I wouldn't recommend until some experience has been established as you don't want to have "runs and waves" on your finished wall, a true sign of an inexperienced painter.
If your wall was properly prepared and primed then your issue will be resolved by applying another coat to cut in areas. This is most likely the result of not enough paint being applied and the fact your brush is dragging causing thin application allowing primer color to "bleed through".
Of course always make sure your paint is mixed properly before starting your cut ins……