Well, Stephen, there are two approaches to the solution:

1) Ask the question just as you have done, to get additional pointers.
2) Do it and see what the results are like.

MDF is porous and will need to be sealed on the inside.  I would use
shellac, but you could use PVA wood glue diluted with a little water.
Many people on MMD would know that I use 4 mm plywood in my organ kits
and that works just fine.

I think you will have success, but any tiny leaks in the pipe body will
make a pipe most inefficient.  All you have to do is seal them!

Good success with it!

Tom Newsome
Castlewood Pipe Organs
www.castlewoodorgans.com