Having used a lot of MDF in recent months, it is the backbone of the 8” architraves I’ve been replicating and installing, I can heartedly recommend the following on any cut, shaped edges aka ‘end grain’:
Sand ‘end grain’ with 120 grit sand paper until it looks lightly polished
Prime end grain with filler primer, I’ve used Ankerstuy high build water based primer to good effect, but normal primer works but you need to sand, repeat, sand repeat more often
Sand, paint, sand, paint until you get a solid wood like finish. High build primer appears to have talc or similar in it which bulks it up and fills voids and also clogs sandpaper
Maker sure you ‘break all arris edges’ i.e. slighted round over / bevel any corners as this helps paint stick
Use any primer of your choice on everything, then sand to 180 before undercoating then sand with 240 before top coating. Higher grit papers may be necessary if you are aiming for a high gloss finish.
You’ll need a hard wearing paint system, I’m using Teknos Aqua 2600 semi matt topcoat for the wood finish in the house as this and the filler primer both give great results whether using a brush or airless sprayer.
Eggshell paints tend to be hard wearing, other than the paints I’ve mentioned above, used as I couldn’t find any other high build water based filler primers and the top coat colour matches the paint on the windows and doors I’ve fitted, I’ve had good results with Johnstones trade Aqua paints. Johnstones have trade centres dotted around the country but I’ve often found B&M, Amazon and
https://www.decoratingcentreonline.co.uk/who happen to be local to me but do ship, more competitive.