What is the best order of operations for painting a newly renovated space?
I feel that you have the right idea here, but I would save the trim for last; why, you ask? Assuming you will use paint with a gloss on the trim (you should), it is not a problem to use gloss paint over flat paint overspray, but the converse of that is not the case.
consider:

plaster and your unprimed MDF should have different types of primer (PVA or other water-base primer for plaster/gypsum board vs. solvent-base primer for MDF, water-based primer on raw MDF can cause swelling)
prime and paint trim and doors with professional-grade brushes rather than spraying