The Marie Curie Global Fellowship involves 2 years in a university outside Europe and 1 year in a university in Europe. I'm applying together with my current postdoc supervisor, who is a fantastic scientist in a world-leading lab. This means that they would be the mentor for the European phase (which would, naturally, be back at the university where I am currently postdoc'ing). Is this an unwise decision that may count against the application? Are the grant reviewers likely to interpret it as not moving to new pastures and so not gaining new experience, and mark down the application?
This should not be a problem. I know of (at least) one MSC global fellow that did just that. Just make sure to explain why this would be the best place in Europe to complete your research proposal (which you should do regardless of which lab you chose).
The only way I could see this speaking against you of this person was also your PhD advisor.