Never tried applying a finish to MDF, but I do have a recommendation for next time: track down the MDF that is laminated with the white melamine. Plenty durable. Resists glue and is easy to clean. Added bonus is that it's slick as snot especially with a little wood dust on it.
The last post recommending melamine was the right answer. Since it's too late for that, I'd just wax it up with some paste wax like your saw table top. Material will run plenty smoothly on that. Don't forget to re-apply as it wears off.
You can buy a HPL laminate that's thinner and less expensive than the vertical grade of a Formica type laminate. Most of the manufacturers carry it. It could be called 'cabinet liner', or a 'backing sheet'.
It's more durable than a Melamine coating, which is just a chemical application to a substrate. Melamine is a low pressure laminate. It's not a sheet goods application. IOW, you can't remove it, like an HPL laminate.
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