Ive got to say i can see the confusion when people like spax bring out a 'no pilot MDF screw' and say there is no splitting or bulging, however, if you are looking for advice, then it is industry standard to pilot everything normally if it goes into end grain on mf boards.
I have used MDF screws in the past and the directional properties of the drive are hit and miss, and i must say i promote piloting and countersinking. Confirmat screws are good too as said already.
Dont be fooled by 'magic' new products whatever they may be, the DIY market it saturated with them!
P