I replaced my fuel filter about 2k miles ago (98 jetta AHU) and have had minor starting issues ever since. I filled the filter to the rim before installing. The motor started up with about 10 seconds of cranking. It takes about 3-4 seconds every time now. It used to fire up with a bump of the key. I get hundreds of small bubbles in the clear line going into the pump. I have checked all the fittings and hoses and cant find anything. I did completely remove the plastic preheater regulator T fitting from the fuel lines to clean it when putting the new filter on. Does this keep pressure on the fuel returning to the tank? Would installing it backwards cause any issues?
What brand filter did you buy? If you bought anything other than Bosch or Mahle, throw it away and buy a good one. There's been a rash of crappy Chinese filter problems.
Next. The filters don't come with the plastic part held in place with the clip. You may have cracked it when removing it, or (as above), it may not fit the filter properly. Also, check your rubber lines and clamps. If the rubber is stiff, or the clamps are loose, they'll let air into the filter.
You can also check to make sure the o-ring is in place and in good condition... ideally they'd ship new filters with a new one. A bad o-ring is a pretty common source of air after a filter change,
Wix filters come with a new o-ring for the regulating valve.
Wix filters come with a new o-ring for the regulating valve. 
Wix FTW !!!
Having said that, I'm pretty sure my TDI would spit out anything that's not German.
The little "o" ring for the filter is favorite. Mine was singing as air was sucked in when the engine was turned off.

Why when using "Babelfish" does the fuel heater valve get translated as a "frog" from the german?

Bizarre!