I used the Zinser(the red can) shellac based primer on my mdf lighted columns, bar, end tables, and wainscoting. It works really well and you can actually sand the primer coat to get a good smooth base for the finish coat. Clean up is a bitch though. You need to use ammonia for clean up. Wear nitrile gloves to prevent you from getting it on your hands. Line your paint pan with aluminum foil to make cleaning your pan easier. The foam roller will work great for a finish coat too. As far as the grills go, ask Axiom.
