If you want all four edges rounded, I would do as others have suggested, glue solid blocks of hardwood on each of the four edges of your front baffle, then when rounding over, they would show, not raw MDF.
Neither Jeff or Myself rounded all four edges.
The front panel thickness was originally specified as one inch on the Audax plans. I went with 1 1/2 since it was easy to glue two 3/4 inch pieces of MDF together. If I had easy access to 1 inch MDF, I probably would have used it. You will have to make the call.
In the grand scheme of things, it probably will not be that
audible, especially if you use the dampening materials I linked to. (I did not, but others swear by their use, and they are easy to add, even after construction is complete. And no, I did not notice that one of the materials was over an inch thick on its own McMaster Carr has some reasonably priced alternatives to the Black-Hole marketed to the audiophile types.)
But, I agree with jsalk, at this point in time, to glue on a second layer of MDF and then trim it even with a flush trimming bit is easy. You know you want the speakers to sound as good as possible. Of course, if you already rounded over the edges, then you might want to go with one of the internal dampening sheets.
If you can't bend your veneer over a 1/2 inch radius before gluing it to your cabinet, (with the grain, of course) then there is no way it will bend while gluing.
Our veneer was very thin and very flexible, and paper backed. If yours is not as flexible, then a larger radius is in order.
Of course, attempting to bend the veneer across the grain, as you would have to do if you rounded all four edges of the front baffle, is much more difficult... I would guess near impossible on even a 1 inch radius.
Oh yes... welcome to the world of time management... It took me over 9 months to complete my set. Family life comes first, making sawdust is much lower on the list. Watching a few movies in the partially completed theater with the partially completed HT speakers is somewhere in the middle.