A lot of good advice has already been posted, but I thought I would share my process for creating a slightly toothy surface that is very much like the old Windberg panels.
I use a gesso that has marble dust mixed in to it. That alone gives it a tooth, but the process is the key. I put 4 coats on thickly with a brush. I don't sand in between coats. I then wet sand the board completely smooth to remove the brush strokes. After sanding, the final coat of gesso is thinned with polymer medium mixed with water (50/50), and I add this mixture to gesso - 1/3 mix to 2/3 gesso. I apply it to the board with a smooth foam roller making sure it spreads evenly and rolling it out. No sanding is required for the final coat.
The surface is like very fine sand paper and is great for oils or charcoal.
