Hey,
I don't have much experience, but I did use the same style BNC to twisted pair connectors and had a similar problem.
Afterwards, I purchased a balun from newegg, named:
Aposonic Video Balun RJ-45 to BNC Converter with Power Input (A-XRJMBNC) - OEM
I'm not sure if it's safe to hook up female power plugs , to your current supply? Maybe someone more experienced can chime in...
Or else, you can get switching power supply(s) and pigtail power splitters.