MDF primer or..thinned down oil based undercoat, I prefer the latter because it doesnt swell the fine particles that make up MDF as much as water based.
Then a coat or two (deepending on the colour) of undercoat then gloss..rubbing down lightly between each coat with fine aluminium oxide (the green stuff) ... or as an alternative...instead of usging undercoat, use satin finish and then gloss, the sheen of the satin should help create a brighter shinier gloss.
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