Primer or not?

Painting a fresh oil pan with Mopar paint. I have some self etching primer, is that going to make for a more durable surface?

Any hints, like would it help to lightly sand with 400 grit before the primer or paint if not using primer?

Paint bonds by 2 means: Chemically or Mechanically .
That addresses both your concerns about "more durable finish" wrt adhering.
WRT to "finish", that's a factor of the type paint you use.

I'd clean, sand, prime, and paint.
I always do on tin, and the paint's held up on every one - oldest still here is 30 years old.

Some self etching primers require a primer surfacer before topcoat, just FYI.

I've done it all ways and haven't been able to notice too much of a difference. I've sprayed the Mopar paint on bare metal, straight over etching primer and over filler primer. I will say that the filler primer parts have probably held up the best but, not by enough that I would say it's worth it.

The etch primer I used was Dupli-Color rattle can and the filler primer was PPG that I gun sprayed. Probably not applies to apples here since any 2k product is going to be better than rattle can.

Sand the pan and use some epoxy primer. You can get it in rattle cans but don't expect to see it in you local home improvement store.
https://www.spraymax.com/en-us/products/product/primer-primer-filler/2k-epoxy-primer-1/