Trying to make a project with MDF. Untreated and masked, it cut beautifully, However, the project had a gazillion small pieces I then needed to paint and I just didn’t have the patience. I decided to stain a new board with a semi-transparent stain, which I let dry overnight. Masked it, cut it, hated it. The tape didn’t stay on and I had gummy gunky marks all over the board. Any best practices for how to pre-treat MDF (or wood) prior to masking and cutting? I’ve read shellac the board, paint or stain, shellac again and then cut, but since shellac is flammable, and the GF uses a laser, somehow that seems a bit dangerous to me. Thoughts?
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Shellac is fine, but make sure it is completely dry before lasering. 
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Thanks!
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I’ve painted and/or finished tons of MDF and plywood prior to masking and cutting, works just fine. It needs to be smooth and dry before you apply the masking. I use a “medium tack” masking, but as with any masking material, it needs to be properly applied to be effective. Many people pick up a brayer, I just use a piece of plastic.
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Try using high heat spray paint on the mdf. Let it dry then use paper tape on both sides. I found it works really well. I got the mdf from Home Depot as I also got the High Heat spay pain. Only draw back was the colors available in the High Heat paint.