That's been a long debate. PPG changed their recommended procedures, saying to lay down epoxy primer first...BUT, there is evidence to suggest that fillers actually bond better to bare steel than to epoxy primer. In my case, the filler you see is Evercoat short-strand glass reinforced filler. I will lay DP40 on top of that, then high-build primer, then fine fillers, then more primer, block sand, then seal with extra reduced DP40. I'm also able to get zero rust on the back side of all the metal, meaning that the metal is sealed on both sides. So, theoretically, the metal is completely sealed off from oxygen.
Trust me, with some much conflicting advice out there, I'm nervous! But, I've seen so many old timers recommend "heavy" filler direct to metal that I feel like it's likely not a problem.