Done loads of changes on my 300tdi. After a silly amount of coolant problems.
Take the caps off the radiator and thermo housing,
Remove the cap from the expansion tank,
Fill the radiator,
Put the cap on the radiator,
Fill the expansion tank until the coolant comes out the thermo housing cap,
Replace the thermo cap,
Pump the pipes a few times, you should see the coolant level rise and fall,
Start the engine and leave running for a few minutes,
With the engine running, pump the pipes a bit more,
Replace expansion tank cap,
Should be fine after that. Take it for a run and check the temp and level.