I was also borderline anemic before I became vegan.
You might not be doing anything wrong.
Iron absorption does vary per person. And it gets worse as you age.
Iron supplements made my poop turn black and become rock hard. but I find the little bit of iron they put in a multi 10 mg or so seems to be all the supplementation I need.
Keep in mind the foods that improve or hinder absorption .
Every 6 weeks I would get my iron tested when I gave blood and I usually just barely passed. Looking back it might have been the multiple cups of coffee I drank.
However once becoming vegan I didn't have as much of an issue. Mainly because a lot of the foods that make up my diet now have good amounts of iron naturally. Spinach 9 mg per bunch, lentils 7 mg/cup, tofu 6mg/ quarter block.
and I drink less coffee now.
Also I love dried apricots 3mg/cup.