Bare plasterboard mdf or particleboard should be sealed.
Tiling on mdf.
You find that even paint will not stck without.
As jit says the mdf has sucked out the moisture from the adhesive leaving it powdery remove tiles and scrape of remaining adhesive give a rub over with course grit sandpaper p60 will do it you need to seal the mdf prior to tiling not pva though use an acrylic primer or sbr.
Most grout adhesive will completely stop water your best bet if you intend to keep the mdf is to tank it with something like bal wp1 tanking system this will create a water proof barrier and you can tile straight onto it preferably using the same make of adhesive grout.
Wall tiles can be applied over a range of surfaces including plasterboard fibre cement board plywood solid plaster brick or blockwork.
Mdf board or chipboard can also be tiled over but not in wet or humid areas.
Space the field and edge fasteners correctly the top layer of plywood should be screwed down every 8 inches on the edge and every 6 inches in the field or interior section.
If the mdf shows any sign of moving or flexing gun a nail of silcone can be used to stick the tiles as it will have a little give in it.
The tiles are absolutely solid and after two months there is no sign of anything moving or falling off.
After the tile has been sanded clean and remove all particles and dust before applying a floor leveler product to fill in grout lines and level the surface completely for the new tile application.
Use a thin set product to install ceramic tile over existing tiles.
It is recommended to sand the floor using 80 grit sandpaper.
Laying tile to veneer plywood risks loosening and unbonding the veneer creating an unstable base for the tile.
I primed the mdf with standard primer and attached the tiles using the wickes equivalent of no more nails then used standard grout when glue was dry.
In either case i would not use mdf myself.
Always be careful with mdf and water as they don t go well together.
You have got to size the mdf with a pva and water.