No need for epoxy/glue -- it will only cause trouble.
These inserts are very easy to install as long as you pay attention while installing them.
Drill as straight down as possible -- if you aren't comfortable doing this free-hand, use a drill press or drill guide.
Use a drill stop collar or piece of tape to ensure you get the proper depth.
If you aren't comfortable starting the inserts squarely, Rodney linked to a video
here that shows how to use a drill press to install them.
Do not overtighten -- it can pulp the MDF.
Install the insert right the first time -- if you back it out it will definitely pulp the MDF.
Scott