you dont have to fill the wood with something, but it sure does look alot better if you do. When I do the type of finish you're doing, I dope the wood with a couple coats of nitrate dope, then apply silkspan, the a couple more coats of dope lightly sanded between coats. With all the parts covered, I now assemble the plane then use rattle can primer, sand, then color. if you're going to put fillets in, do it before you start the primer.