I don't do it that way, but that will work eventually. High build primer won't fill the pits very fast and you will priming, sanding, priming, sanding... a lot. Everyone does things a bit different based on experience and what works or feels comfortable to them. The "holes" in the plastic filler are caused by trapped air in the filler or from using too much hardener.

I don't worry about the pits until after the first coat of primer. With primer, they show up like a sore thumb. I scotch brite the primer and use glazing putty to fill the pits. Yes, sometimes the trapped air causes the putty to not fill the pit, but most of the time, that is not an issue. I then sand the primer with 220 grit before apply second (and most of the time final) prime coat. After second prime coat, I look for the imperfections again. Use more glazing putty and final sand with 320 grit. Next comes sealer and/or final paint. Done.