Wolram:
I have next to no practical experience in welding stainless, but I have two thoughts. Are you sure you have the right combination of filler and shroud? It makes a massive difference, but stainless is notoriously difficult to weld. The only time I attempted it was MIG welding a stainless exhaust. I just made a lot of holes. Secondly, surface preparation is even more crucial with stainless than with mild. Wire brush, sand, polish, clean, and make sure the fit-up is really really good. As Gokul mentioned, experimenting with pre-heating (with a blow-torch or whatever) might be fruitful.
Oh cobblers, i was sure you would know a trick or ten, i think lowest amps
for penetration and slowly slowly is the way to go, but it is a beggar.