Malky used mdf and he sent me his instructions to what he does to prep mdf boards for painting. This is what he told me.
If you don't plan on scratching, you can give it 3 coats of acrylic or oil based primer, but bear in mind acrylic is whiter than oil, you can apply the primer with a foam roller or foam roller with micro-fiber hairs, any decorators or DIY shop will explain these to you, the reason for 3 coats is for covering purposes only, you obviously want want an even white surface as your base, although depending on the primer and thinning you may require more coats to achieve that, if you fancy scratching give it 2 coats of acrylic primer and then 4 coats of gesso. Thin the gesso 1 to 1 and spray thin on through a 0.8 tip, so technically the the 4 coats is equal to 2 had I used a roller, the gesso is a little softer than normal acrylic when it's dry and this makes ideal for scratching.
Hope it helps.
Lee