Sanding sealer works great with MDF. First, if you coat it and let it dry prior to cutting, it holds fine detail better. Second, you can sand it smooth like glass and paint does not soak in. It also works great on oak, when painting v-carved letters - i use sanding sealer before the carve to improve the quality of the carve, and then after, into the letters. THen I can slop paint into the letters and it sands off better. When sanding off the over paint a heave grit like 120 is best. 180 grit takes longer and the paint can heat and smear even if dry (in my experience). I've done 20 or 30 pieces of oak with painted v-carve letters and this is my go-to process.