I started out in an industry job (one of the for profit think tanks in DC). I think the broad reaction people had to me was wondering if I was an academic lemon so to speak. If I was leaving industry after literally being at the job for a couple of months (I started in August and was applying in October or November), then clearly I wanted a research academic job but hadn't secured the last time around. The truth was I liked the research job ok, but I was looking to move back to a tenure track job at a research university. I was successful and have done ok there, but I had done the following.
1. Submitted everything I could before hand, both during the market and after. I got some good R&R's after the market was over (I was lucky) so I looked MUCH BETTER than the year before on paper.
2. I applied only to places where I was a good fit (10 jobs total). I had 4 AEA interviews, 2 flyouts, 1 offer with a 2nd on the way when I accepted. A more selective search can be easier when the alternative is unemployment. Especially because I knew I could spend 2 months flying all over the country and keep my employer happy. When your in at will employment, this is a real concern. I have know idea how one could ever apply 150 jobs while working a full time job.
3. I stayed in touch with people where I had flyouts the year before (when I ended up at the research job) and even started coauthoring papers with some of them. This broadened my academic network and helped when people reached out behind the scenes to figure out if I was a lemon or not (the r&rs helped with some of that, but then people were worried maybe I was a jerk or something). This also relates to my next point.
4. If you don't have any publications or R&r's this will be an uphill battle because your thesis committee will have moved on. They have new students to place. You are no longer their priority. If you have a fantastic adviser who really cares, they might even update their letter or reach out to a few places on your behalf. But realistically they have new students on the market every year.
Some of these are things I discovered and I think did right accidentally.It also probably helped my first on the market was 2009 which was a weird year with the financial crisis. Others were a combination of hard work and good luck. But as the saying going, the harder you work, the luckier you get. I don't think after 1 year there is a ton of stigma, but if people didn't fall in love with your job market paper last year on the market, why would they this year?
Hope this helps and good luck!!!