I'm looking for suggestions on what kind of filler material to use to
repair dents/dings in thin sheet metal before painting. I'm painting

So, what I'm looking for is a softer filler that can be used on metal.
I thought of auto body compound, but I think this is similar to the
fiberglass I used last time. Good for a tough fender where you can use
a sander and apply pressure, not so good for this. There must be
something between joint compound which won't work and fiberglass, which
is just too damn hard. Any ideas?

A planishing block and a mallet. Take the door apart and hammer
the dents out.