Can I apply for my Retirement Visa in Bangkok after initially applying in Samui?

You come to the bangkok immigration office you file a change of address form TM28 AND you file a new TM30 form using the bangkok address, THEN you can use the immigration office at Chaengwattana to get your yearly extension.

While you are out there changing your address to bangkok (with the TM28 and the TM30) you should get the hand out from the section that does retirement extensions (Section L) that lists the requirements so you can get your documents prepared correctly BEFORE you go for your extension

if you live in Bangkok you file your address at bangkok immigration within 24 hours after arriving, if you change to live in Samui you file your address within 24 hours after arriving at Samui Immigration, if you change back to Bangkok you file again in Bangkok and so on.

Where is your TM30 registration?

You will have to file change of address

you do apply at the Immigration office that serves your address