As long as the cases and castings are really, really, really clean you do not need to prime them before applying the PJI paint. I had my cases vapour blasted to ensure they were clean and provided a good key for the paint. I don't think you will be able to clean between the fins properly without blasting.
To be honest I'm not sure what would happen if you did use a primer, PJI engine black is designed to be applied without a primer, adding one may actually create an issue.
Important part to remember, you must follow the instructions on the tin and cure the painted parts in the oven for the specified time, make sure the wife is out for the whole day though if using the kitchen oven!!!!! If you fail to cure the paint it will not last long and flake off, you cannot rely on the engine getting hot in use to cure it either. Make sure you cure the barrel with the top of the barrel facing down on the shelf just in case the liner decides to move with the heat!