With my personal writing style, I would have punctuated the first sentence as follows:
When I was younger, I skipped the superhero phase and never really thought about it twice.
Here, I chose to use a comma at the first juncture only and not before the 'and'. I used a comma here because the first clause adds context to the entirety of the sentence and there is no change in focus. If the tense of the sentence was changed partway, then your punctuating would be more understandable.
For example:
When I was younger I skipped the superhero phase, and I still haven't looked back.
Here the comma adds emphasis to the changing of focus of the sentence.
For the second case, I would have made a few more changes than just punctuation:
At this point, when a character becomes god-like, they appear ridiculous.
Here the "when a character becomes god-like" sub-clause acts as an explanation for the main clause "At this point they appear ridiculous". This feels less 'clunky', removing the repetition of "becomes" and the awkward placement of "as he".
Hope this helps.
As Robusto points out in comments beneath the question, there is no universally acknowledged rule governing whether to include or omit a comma after a conjunction at the beginning of a sentence. Robusto reports preferring to include such commas in academic documents, but many other writers and editors would not include them.
In my experience copyediting manuscripts for book publishers (including university presses) and later for magazine publishers, I don't recall ever having encountered a house style that required adding a comma after "And," "But," or the like. To the contrary, most house styles either said nothing at all on the subject or recommended omitting such commas, presumably for the reason that Words Into Type, third edition (1984) gives at the start of its long section on comma usage:
A comma should be used only if it makes the meaning clearer or enables the reader to grasp the relation of parts more quickly. Intruded commas are worse than omitted ones, but keep in mind at all times that the primary purpose of the comma is to prevent misreading.
The argument for including a comma after an opening conjunction is not, I think, grounded in a desire to make the meaning clearer (since the meaning tends to be quite clear without the comma, as Peter Shor indicates in a comment above), but rather in a desire to demarcate with exactitude the boundaries of the parenthetical expression that follows. Why Gregg Reference Manual would insist on such precision at the beginning of a sentence but not in the middle of one is a mystery to me.
There is nothing inherently wrong with using commas to break out parenthetical phrases regardless of where they appear in a sentence: It increases the number of commas in a work while (arguably) not making the sense of the text any clearer; but it's a style decision, and style decisions—if followed consistently—don't need to be justified.
On the other hand, if you don't want to add a comma after a conjunction at the start of a sentence, I don't think that you should consider yourself to be under any obligation to the preferences of Gregg Reference Manual unless your publisher has instructed you to obey it.
Best Answer
When you use the phrase 'of course' you have to use a comma. It doesn't matter whether it is in the middle or at the beginning of a sentence. I'm completely sure that the first two sentences are right, but the last one seems wrong to me.