I bought some Western TTC sets at Gen Con. Plan on using them for Malifaux. The soaking up of paint is real! Soaks up primer alot also. Still look cool in the end
You can start by covering mdf with thinned down pva glue or liquid ground for painting walls before use of spray/ airbrush primer. Because of that mdf drink a lot less paint and the paint stick to terrain better.
I started collecting the Eastern Empire stuff for Malifaux, so far very impressed with it. Japanese traditional architecture lends itself very well to MDF I think, since it’s mostly straight wooden beams, laticework and thin flat panels in real life too.
TTC has some great stuff. They've come a long way since their earlier stuff from 8 years ago. You should check out Warcradle Scenics too. They even have some colored MDF kids that are pretty nice. Great for Malifaux, wWX, DMH, etc. Great video.