For all I know this is a well known trick and I've just reinvented it...
I've been painting a lot of MDF lately, using waterbased primer (not the "proper MDF primer as it doesn't seem any better and costs more) and find that it's a bit pipply after just one coat.
To smooth down the tiny roughnesses I was sanding it but then I ripped the last bit of paper late in the evening and was too late to buy some more.
So I used a kitchen scourer - not the green viscious sort, but the white "non-stick" flavour. Works a treat, flattens the surface, almost burnishing it, but leaves enough key for the next coat to adhere to. Better, it produces no noticeable dust.