Priming with gesso helps the paint to stick better (gesso is available in most craft stores and even book stores, try Suomalainen or Akateeminen kirjakauppa), and a sealant helps protecting your finished paint job. Mod podge is sold here but personally I recommend polyurethane varnish (e.g. Folk Art). I don't know what type of varnishes Vallejo offers, in any case it's best to test it on a bait pony or small area first - some sealants get sticky when they dry. Folk Art's polyurethane varnish has to be brushed on, like Mod Podge, and it creates a visible "film" over the pony (even the matte version is slightly shiny, I like the effect but some prefer a completely invisible finish). Another one I've tried is Games Workshop Purity Seal, that's a spray on varnish. It didn't get sticky but for some reason I didn't really like it... might have to try again some day.
It might also be your paints, I have no experience with Vallejo myself but as far as I know they're okay for ponies. So I would just try sealing and maybe priming first.
Good luck!