I agree, use a 2k spot filler or glaze. Stuff should sand really easy if you don't gob it on. You can either use a spreader, or one of the 3m rubber wet or dry squeeges work well, to spread tight into the pinholes leaving little to sand.
Like mentioned, its best to spot prime over the filler, or hit the car with a sealer coat (but I like to wet sand sealer flat before paint also).
I wouldn't really mix up primer and fill them, because thats kind of abusing it, and primer can shrink. Not to say that when I've noticed pinholes when priming something in collision work, I haven't smeared the primer to get down into and fill the pinhole and sand smooth when sanding the primer, but think with your car your striving for a little better, and no reason to take a risk of having it come back and bite you later to save a little bit of time.
If your as close as you say you are, now may be a good time to go over with a fine tooth comb and try to catch everything, and if you find enough, put on a couple smooth coats of primer over the whole thing to final sand. A hand held flourcent light at the right angle and running over the panels top to bottom (maybe doesn't work as well if you have a shop thats lit up like the vegas strip, but helps in my dungeon) can really help you see every minor pinhole, ect, that you could miss just glancing at a panel thats been guidecoated and sanded.