Sometimes people choose to make their shelf out of two pieces of MDF glued together and then painted and coated with various options of laminates. This can work, but it is important to remember a key consideration or it's easy to run into big problems.
The key here is that you cannot drill into the SIDE of the MDF board - the sides have virtually no holding power. In order to have a secure connection, you must drill through the FACE of the board. This means that when you attach MDF boards to one another to form your shelf, you will also need to add another piece perpendicular at the end so as to be able to attach the female bracket to the shelf via the MDF board FACE with the 1 1/4" panhead wood screws.
For a visual representation, see below:
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