The material isn't the issue, whether it is MDF, solid cabinet wood, drywall is irrelevant. The failure will be because of the installation. If the lighting says it can be mounted recessed then it is compatible to be mounted recessed, regardless of the material. You will see if you look at a few halogen lights like these that some will only be for surface mounting and some can be used either way.
I purchased the lights last week. Kent building supply which is Home Depots competition in my area is doing inventory next weekend and is clearing the out items that no longer sell or have low stock. I picked a 6 pack of gu10 50 watt halogen recessed light kits for a total of $25.00..it was a steal! The 1/4 mdf seems very stiff and it didn't appear to sag when I laid a light on them. I quess my main concern is the heat that comes from the lights and if mdf could handle the heat. The salesperson said it would not be a factor but just in case I wanted another opinion!
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