> The only caveat is that we need to know P(p) to be able to perform the procedure

I think this is a very confusing way to put it. P(p) is not an objective value that you can know or not know, it is rather a model of our subjective knowledge, and therefore it doesn't really make sense to say "the caveat is that we need to know what our knowledge is" ... yeah, we do, but that is always the case by definition, so pointless to bring up.