For the Fairy Carriage 3D puzzle project we used 6.0 mm MDF. This means that we were able to use a 3.0 mm tooling bit. The big advantage of this is that the bit is a spiral downcutter or compression bit. The downward cutting action means a cleaner cut and the need for sanding the surface is reduced dramatically. The rear side still needs sanding to clean up the edges but this is not a problem.
With the CNC patterns, the 6.0 mm design doubles the size of the finished article compared to the 3.0 mm pattern.
It's worth keeping in mind when purchasing bits for the CNC router, that a spiral down-cutter is preferred for most jobs. A normal but cuts upwards which can splinter some woods and makes for a messy cut with MDF. As we showed in the Cruise Ship video, the furriness of the MDF cut is easily cleaned up with a light sanding.