I didn't fill. Maple and basswood don't usually require it. Binding sands easily, so that should not bee a problem. It's more problematic with stain since it sometimes has micro-cracks that show up in the presence of stain.
FWIW, the veneer may not need filler (or not much), I realized (a little belatedly) that if you sand through the veneer anywhere the wood under it does need to be filled.
I don't know how useful this is as a tip, but i am building a guitar for my daughter that has an ash body. I filled with drywall compound since it was going to get a solid color anyway. That helped, but it still showed a lot of grain. So I used AquaCoat right over the paint that had been roughed up a bit with 220 sandpaper. It required more coats than I would have liked but it worked impressively well. If you're using a solid color AquaCoat makes a white grain filler that is supposed to fill faster.