papering onto plasterboard

Yep, I go along with ormus, even though the undercoat will give you a really good base, I would still either size, or after you have pasted your length and waiting for it to soak, then get a bit of paste on your brush, and paste along where the edges are going to butt.
The edges always seem to dry out quicker, and this will give you a bit extra paste so will give you a bit of time to smooth and butt the edges.

Always a have bowl of quite warm clear water handy and a clean cloth, and when you have pasted and hung 2-3 lengths, then get your damp cloth and wipe down gently the edges and all over the length, as you as careful as you are, you will get some paste on the front of your paper, and if its vinyl this will show up in the artificial light.:D

I wouldn't bother with lining paper - in our bathroom paint has been applied directly to the dry lining and it looks fine. One thing though, you might need to smooth out the join between the pieces to plasterboard or you will see it though the paint.