Regardless of which type of screw you use, you'll need to flip the panel and use a countersink drill to on all of the exit holes. Drilling MDF leaves bumps, the countersink bit will remove them, and will create a little bit of space for material drawn up by the screw from the second sheet of MDF. You want to remove anything that might keep the two panels from mating up flat. I set a block plane to a very shallow bite and ran it over what was left of the bumps and over the edges. The edges of MDF can be bulged by by sawing or just by handling, and you want to knock that down.
Grizzly is a company currently undergoing an upheaval. This brand was once known as a manufacturer of professional grade tools and equipment for woodworking products. Though, in recent years, that reputation has begun to slip a bit since being bought by the Chinese company SIEG. These days, whether the Grizzly product stands up to its previous standards of excellence often has more to do with what you are buying than the company itself.