Okay, so the next phase of installing the shelves is done. It was a quick and easy step, which we somehow managed to string out over the whole weekend. Basically, we finished filling & sanding the screwholes and the rough spots on the boards. Then we painted the shelves inside & out with two coats of the paint we used on the wall where they will hang.
Not counting the drying time in between filling and sanding, and in between the two coats of paint, the total time involved in this step was about an hour.