I used my new workbench and jig-saw to cut the MDF - took about an hour. Then I did the threaded rods, cutting through the hardened outer with the saw and then snapping off. The first one was harder, the second cut easier and the third cut middling! Guess the material isn't consistent. That took another hour. Then I cut the U-shaped channels. Although I started with the jig-saw, it was easier, actually, to use my Boa saw (a kind of hacksaw, only better for this kind of thing).
The workbench has well and truly been christened - I used it at three different heights depending on the job in hand, but I took a graze off the top of one handle, off one side of the top and onto the metal top support too! (Design-flaw: these supports need to be lower to avoid the jig-saw blade depth.)
I filed off all the sharp metal ends as I went with a little hand metal file.
Cutting the aluminium angle and filing off any sharp bits took about an hour and a half (again starting with the jig-saw but swapping to the Boa) and cutting the PTFE took under an hour. Don't try cutting this with a jig-saw - just doesn't! I filed all the fluffy cut edges off with the same metal file.
The only thing I've not cut is the PTFE rod. I haven't decided exactly what I'm doing with that yet.