But to answer the original question, it is much better to paint the MDF AFTER assembling it.
I've done both ways. If you pre-paint, than the separate pieces look funny, and the paint "sandwiched" inbetween pieces of mdf is redundant and can affect fitment.
Giving a few heavy coats of paint after its assembled hides the joint lines, and will provide a better overall finish and product. And it will help create one uniform somewhat waterproof coat
You give everything a prime and one coat BEFORE to seal everything. Final coat after it is together to bring it together. remember your coats should be even. And thin. It's what Norm does.
Dilution is the solution for the pollution.
Quote me as saying I was misquoted.
Once you get rid of integrity the rest is a piece of cake.
Here's to our wives and sweethearts - may they never meet.
If you agreed with me we'd both be right.