I've had no trouble with air in mine, even when I replaced the fuel filter, all the rubber fuel lines and a metal fuel injection line at the same time. It started right up after a few seconds cranking but ran rough for 10 minutes of course. Maybe I just got lucky but I was amazed at how I had no trouble getting the air out. I thought I would have to loosen the injector lines and crank the engine forever but it really took nothing special at all. I did not even push the accelerator to increase fuel delivery.
What I did do, was to fill the fuel filter with a funnel and a long piece of fuel hose (as long as you are tall). I used gravity to force diesel into the fuel filter until all the air is expelled from the fuel filter and you see diesel coming from the outlet side of the filter with no air bubbles.
Just remember to keep everything really clean, especially the hoses that come after the fuel filter, you don't want any kind of debris in your injector pump.