Our TV camera found Lawrence in a store: "When you are using MDF boards, what is the best wood filler to use?"
Medium Density Fiberboard or MDF is that very dense compressed sawdust that is formed into panels and all kinds of molding. When filling nicks and dents in this material, it is important that the patch be very flat and about the same density as the MDF. So I like to use a material that sets hard without shrinking, and then dries. Anything that sets by drying will shrink. My favourite for this task is called "Exterior Wood Filler" made by LePage. I really hate that name, because it is not a true wood filler at all like the type of filler that we would use to fill the pores in oak. Rather it is more like a putty, but a hard one. It will set without shrinking over 1 inch thick and is water resistant. And it sands at just about the same hardness as MDF and takes stain and paint in about the same way as MDF -- so it is really ideal for this work.
Now you won't be using MDF in an outdoor application, but if you do use this "Exterior Wood Filler" outdoors with other materials, you must paint it for long term protection.