Depends on the depth of the dings. If they are less than 1/8" deep spray the tank with a self-etching primer. Then a couple coats of high build primer. Glazing putty in what is left, sand the whole thing down to 320 grit, another coat of high build primer. When smooth, give it a wet coat of a primer that at least kind of matches the shade you want the tank. You know, red oxide for red/orange/brown, dark gray or black for dark blue/purple/black, light gray or white for yellow/white/creams.
If the dents are over 1/8" deep, sand the dent with 100-150 grit, naval jelly or rust converter, putty and proceed as above.
If you work very carefully, you can use a pinpoint torch to heat the dent, when cherry red place a wet rag with an ice cube in it over the dent and pop it back up. Tank needs to be boiled out first, or filled with a non-flammable gas to kill the fuel vapors. Even 60 year old fuel residue can light off (friend blew up a 45 inch HD army bike that hadn't been run since the war).
FYI you can get all of the paints I listed in rattle cans. Rustoleum primers are great if you don't plan to use a compressor. If you plan on real paint, stay away from Color-Rite (more like color wrong), House of Color (water thin, nightmare to spray) and lacquers (water thin, runs easily, explosive, gasoline eats it). PPG products work well, but the fumes are toxic. Like kill your pecker and shred your lungs toxic.
Your listed sequence is close enough. Read the label on your chosen filler, some go under the primer, some go over it. I prefer over primer fillers, regular old Bondo brand filler will absorb atmospheric moisture while curing and sanding. Rust will come back under it.
