MDF is a derivative of wood. Therefore, you CAN use wood primer or whatever wood product you want.
I dyed my CP and front pannel with wood sealant no problems, just don't expect wood grain to show (there's no grain in MDF)
I should have put less dye, more clear, but am happy with the result none the less.
MDF drinks a lot, it'll drink anything you give it. You should be able to use whatever paint and primer you want no big issue.
If in doubt, try on a small test area before doing your whole part with it.