I just got a nice batch of ash veneer from ebay. 1/42" thick, no backing.

I plan on building a bed out of MDF, covering the MDF in veneer, and then staining it a dark "Espresso".

1) Should I go with cement or glue? I'm not sure which is going to be easier to work with, although its probably the glue. I plan on laying the veneer and then sandwiching MDF on either side and clamping to apply even pressure.
2) I have some "General Finishes" water based stain. Its not a liquid, but rather a thick gel, and is applied with a rag. Is this ok for veneer this thin? Is the fact that its water based going to cause issues.


Here it is... It's basically a rip-off of a Crate and Barrel bed thats around $500 or so.

thanks for the help!