Hi Simon,
I do tend to prime - Halfords spray beautifully, but I find they need a light rub down after to get a super smooth finish. I also use Mr Hobby surfacer 1500 - dilute with their levelling thinners And it sprays nicely.
I have recently tried not priming, but I do find I get some lifting if I’m masking on occasion. It’s really trial and and error and personal preference!
The convenience of a Halfords grey rattle can is hard to beat though!
Guy