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Hi All

Having problems with putting screws into the edge of 18mm MDF.

I've tried correct size pilot holes and special MDF screws from SPAX but I
still get splitting and a slight bulge where the screw is.

Special MDF screws are best (or least worse) but still noticeable.

Any tips?

Don't screw into the end grain - either use glue with proper cut joints
or dowels, or metal plates or wooden battens with screws.