I still feel like I'd have to seal the panel first. Maybe I'm just anal. I always have sealed my panels before putting anything on them. I use the Zinnser Bullseye Universal Sanding Sealer with 1 part DH Alcohol. I guess if I want to then prime it white with something, it would probably have to be oil based from that point forward. I'm guessing. Or maybe I should prime it first and then seal it. I'm really not sure.
Yes, IMO, the panel should be sealed prior to grounding, on all sides and edges,
especially if using MDF. MDF unsealed will take on moisture, swell and possibly cause the ground and any finish paint to lose adhesion, crack, wrinkle, etc. I would not use MDF. 3/16” thick Tempered hardboard is a better product for making your own panels cheaply. (Birch plywood is probably the best, but not so cheap). Hardboard should also be sealed on all surfaces.
Shellac is an excellent sealer for wood or hardboard. What Arty uses is better yet as it would both seal and ground the surface. For oil painting on hardboard I use ( brush on) a commercial oil base primer that has a moderate grit that is aluminum. This both seals and grounds the panel.
Besides, the spay on primers are mostly more expensive than oil base primer or acrylic gesso, and much more toxic having air borne particles.
IMO, this guy is a hack, if I were you I would be careful taking any advice from him. He says nothing about type of MDF, thickness, or sealing all sides and edges. And, one must shop around hard to find a paint MFG that still uses the old fugitive Alizarin pigment.