Picolo, Tien, Chiaotzu and even Yamcha should've already learned Kaio-ken (King Kai's fist) from King kai. They were already further along power wise than Goku when he first died. It's kind of of a plot hole that King Kai never taught them his signature technique or even the Spirit Bomb. I mean why even go to King Kai in the first place if you ain't gonna learn his technique? It's like training with Master Roshi and not learning the Kamehameha Wave.
I don't recall, but did they go to King Kai's place in the manga?