They self bleed real easy so if it keeps on doing it after its been running it must be a serious air leak if thats whats wrong.
fuel filter i just stick it on dry and fire it up splutters a bit but sorts itself out quickly.
Has someone been messing with the injector pump settings?
Ive had a couple of stop solenoids go wrong on one particular tdi engine and i now think the inj pump is dodgy, both time they go no start condition, theres power but no clicking new ones sorts it out again, no swarf when solenoid removed.
You can remove the guts from the stop solenoid and try it that way to eliminate that as the problem, just have to stall it, all thats in there is a light spring and a rubber stopper.
Lynall