I can confirm that the specific primer you mentioned (Rust-Oleum Zinsser Bulls Eye 1-2-3) will work. I used that exact primer on the X-Statik's I built for a friend. It sprayed well and built up quickly, which is important when working with MDF - you need to do a light sand in between coats so that seams disappear as well as "end grain" even though it's not really end grain. That said, the primer didn't adhere quite as well as I would have liked. No issues with the final product (I sprayed an alkyd enamel paint over it), but there were a few areas that peeled a little while I was sanding and I had to touch it up. I think it's a good option but there is no doubt that epoxy would adhere better and probably seal it better as well. But, epoxy is also more expensive, much more difficult to work with (can't spray it), more difficult to sand smooth, and harder to clean up. All in all, I think a primer like that is a good choice.