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Thanks - I already have the MDF panel and have a piece of pine too, to act as the feet.
In terms of actually working with it, all I really intend to do is use a mouse sander to take the edge off the top of the MDF, and then drill into the sides for the feet, and drill various holes to attache all the items I've got (light switch, coaster wheel, door knocker etc). My worry was whether the screws would make good contact. I intend to drill pilot holes first.
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It should be fine. There can some issues with density of MDF but realistically if you take your time you'll be good. See if you can stick an LED to one of the light switches with a battery on the back for extra points.
https://www.woodworkingnetwork.com/best-practices-guide/solid-wood-machining/why-cant-i-screw-mdf
That stuff will be messy and won't finish nicely - if it's actually a busy board you're making then you'd want to be careful about splinters etc. MDF or ply your best bet.