$k = 2$ : completedpossible for $n\in 2..9$
$k = 3$, so far, solutions have been found when $n = 5..9$
A.BB...
....CCC
DD...C.
DD..E..
....EEE
..FF..E
.FFF...
(3,8)
..AA..C.
..AA.D..
BB...D..
B....D.E
....F.EE
....F.EE
.G.FF...
GGG.....
(3,9)
AAA...... A.A.B.... ...BB.D.. ..BB..D.. .....DDD. GG......E .G.....EE .....F.EE ...FFF...
$k=4$
(4,4), (4,5), (4,6) are impossible, because there is not enough holes to separate the pieces.
(4,7)
AA.B.D. A.C..DD A.CCC.. A..C.EE .GG.F.E .GG.F.E .G.FFF.
(4,8)
.AA..BB. AA....BB .A..CC.B D..E.CC. D.EEE... DD.E.F.. ..G.G.HH ..GGG..H