Sorry to hear about your problems with the backscene, I must admit I use tester pots a lot from the local DIY stores as they are very reasonable and can be used for many other modelling jobs.
I always tend to use vry thin fine grain plywood for backscenes as I find the paint sticks to this a lot better, but the experiments I have made with MDF have worked well especially if you gently rub the surface with some fine sandpaper to remove a substance that is sometimes sprayed on the sheets at the production mill.
I was given this tip by my local wood merchant
Keep up the good work, its looking good