Can I use lining paper over MDF?
If there was any movement in the wood, then the paper will crease. There is no reasom why you couldn’t use lining paper, but as MDF is dense I would make sure you size the MDF first (apply a thinned coat of wallpaper paste to it the night before). Maybe even use some ready mixed heavy duty tub paste. There is nothing to be gained by using primers or anything. And ignore any advice to use PVA. When you size the MDF with wallpaper paste it reactivates when you hang lining paper, but PVA skins over and does not reactivate and can peel. PVA is an additive, you could mix a little in your wallpaper paste if you wanted to.