Did you make the bath panel from MDF or did it come with one?
AFAIK, MDF should never be used in a bathroom environment as it doesn't like damp or wet.
Even when 'sealed', water ingress and dampness will eventually cause the MDF to swell up which will then cause the tiles to loosen and potentially crack or fall off.
Am I missing something here?.. You have removed tiles from mdf and are asking if it's possible to tile onto mdf?
As stated above, this isn't really a suitable substrate in the long term so either re bodge it and see how long it lasts or make an effort and replace with wbp or aquapanel.
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