Use an enamel undercoating. This type of primer is heavy bodied and designed to be sanded for a smooth finish. If you can't find this type of primer, use a fast drying oil base primer. Apply one heavy coat or 2 thin coats of the enamel undercoating or 2 thin coats of the oil base primer.
The idea is to sand off one of the coats to a smooth surface. The regular oil base primer will take time to fully dry and be sandable. The enamel undercoating dries quickly, 2 coats can be applied in one day and be sanded the next day.