I was using glasurit weld thru primer, it's a red colour but have also tested regular rattle can primers as weld thru, obviously not spraying gallons on, just a sprinkle so the MIG can create arc contact, then as soon as it's cool enough I spray it with regular primer or epoxy to seal it from rust.
If you need any Tig insider's feel free to ask, I've been tigging a fair bunch recently, like the ally battery box etc