Ain't that the truth! I think a lot of us have had that painful experience.One of the hard lessons people often learn is incompatibility between fillers/primers and top coats.
re: Oxford Supply Co. - I checked out their website. Looks like they have everything you'd need to achieve a good result in their Deluxe Aerosol Finishing Kit. Having all products from the same manufacturer is a good start for eliminating compatibility issues.
Also their grain filler is an oil based one and I'm guessing is a liquid or paste based on it being in a typical 250ml paint tin. Making that presumption, application would likely be a squeegee or brush depending on the consistency.
Watching with interest.