Some air in the input line from the fuel filter is tolerable. If there is doubt about how much air is still in the pump body, then turn the ignition on and bleed from the return line out of the pump. When you get fuel out of it then you are ready for the other part.
Next you must bleed the metal lines from the pump to the injectors. Loosen just the nut that secures the line to the injectors. All 4. You don't have to make them loose, just 2 or maybe 3 turns, until it is easy to turn them by hand. To keep from getting fuel all over, last time I did this I then tied a paper towel around each one. Then I cranked it for a few seconds. I checked the towels, all dry. Cranked again, for about 7-8 seconds (I didn't want to heat up the starter). When the towels showed a little dampness from the diesel coming out, I tightened them all up, and then after about 5 seconds more cranking, it fired up.
As whitedog said, I marked the pump carefully before removing the IQ adjuster section and was careful about reassembly. And after starting it, VCDS confirmed the IQ was 4 or so, and it was running very nicely.
Someone else chime in: will VCDS read the IQ while the engine is cranking?