Might get blasted for this.... but I never, ever.... yes never! use any form of glazing putty on anything I am working on.
Why? I think the stuff is just too soft. If you fill a ding with it, the area never fully hardens, and it you touch it with something, its liable to fall out. glazing putty was meant to be used sparingly... meaning very very thin, plus it shrinks quite a bit as it cures.
I havent used it in years, maybe they make better stuff now a days?
I metalwork the area the best I can, hit it with bondo to fill any low spots, sand the filler with nothing finer that 80 grit, then prime with a good 2 part automotive primer, then guide coat and block sand with 180 dry, then recoat the primer as needed then block it with finer grits up to 400 or 600 wet or even higher depending on what paint you are using.
When working with bondo you will likely get pinholes, I never use glazing putty on those either, just mix a small batch of bondo, and scrape it across the area with the pinholes, your not looking to deposit a thin coat, just fill the pinholes and scrape off the rest... let it cure then hit it with some 80 grit, then prime as usual.