pudding holes in MDF

If you didn't lightly sand b/4 you applied the filler, you likely have a slightly higher halo showing up on the surface of the mdf.  MDF has a tendancy to puff up when nailed or drilled.

Use sandpaper wrapped around a block of wood to flatten out the surface.  I'd use a harder filler like Durabond (a powdered joint compound) to fill the hole (because I always have it on hand-you can get a smaller amount in something like Durhams Rock Hard Water Putty)..  Apply  to pack the countersink and a flat smooth excess around it (Use a wider knife-3").  Now when you use the block and sandpaper you'll sand perfectly flat, but stop b/4 you expose the outline of the countersink.  You don't want it to appear as a hump either.

In your case, I'd dig out the softer filler and go about it as above.

BTW, mdf is not a good choice for a window sill as moisture is always a possibility in that area.  Hope that you sealed ALL surfaces of it b/4 install.  Also, coat well.  And keep it pristine-any knicks that see water will swell up like a poisonous toad.