Q: We are having trouble screwing into MDF. Would you have any advice?
A: What is the MDF's density? The lower the density, the greater the chance that screws will not hold well without special procedures. The higher the density, the more likely that bulging will occur.
To understand my answer below, you should appreciate what MDF actually is. It is made of wood fibers (or clumps of fibers) that are first separated from the raw wood material and then are glued back together and pressed into a board as the glue cures. The fibers are not glued back quite as tightly as when in their natural form of wood...but close. (High density fiberboard is what we commonly called the trademark Masonite or hardboard. Low density fiberboard is what we commonly use for ceiling panels.)
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When the screw enters the MDF, it tears the fiber apart in order to make room for the screw. The screw, especially a larger diameter screw, is acting like a wedge so the board can actually be split apart around the screw. When this separation occurs, then the screw is held by these loose, torn fibers which do not have a lot of strength, as you might imagine.
What is suggested is that a pilot hole be used; with this predrilling, the tearing of fibers and splitting is lessened or eliminated. Use a drill bit diameter that is 85 to 90 percent of the screw's root diameter (the diameter inside the threads and not the outside diameter); the hole is a little deeper than the screws length. Use a very sharp drill (a brad point drill gives the smoothest hole) to get a clean cut without heating much. Then, you can even put in a few drops of epoxy in the hole just prior to screwing to glue the screw to the MDF as well as achieve mechanical strength from the threads of the screw...not practical in all cases. Make the screw as long as possible, rather than fat. Use the special MDF screws (narrow shank, aggressive thread pattern, long, straight shank). Screw designs can vary with MDF density.
Note that this predrilling works on edges and faces both.