Hi all. I painted one coat of primer on a
newly installed wall. There are small marks
visible from my mudding. They're quite small,
hardly noticeable but it bothers me.

Should I just mud and sand these or use spackle?

Thanks

You may be able to just sand lightly, now that you can see the marks. If that doesn't do it, then just put on a thin skim coat around the marks, resand when dry and then prime and paint.

Thanks, I'll give it a go.

If you thin the mud down ever so slightly it will lay in the tiny flaws better.
Make sure after you sand you wipe the wall down with a damp rag.
May want to take the time once it's dry to go over any areas you fix with a 4 or 6" foam roller so it does not flash where the repairs were done.