As long as you: 1) securely tightened the 19mm banjo bolts on the fuel lines, 2) used the O-ring on the center stem where the filter screws on, 3)and used good O-rings on the thermostatic T, there shouldn't be any air ingress into the fuel system.
I recently installed a CAT filter for someone else. We had a problem with the supplied, slightly oversized O-rings on the thermostatic T. The bottom one would go into the filter head, but the top one would roll up/deform and not go into the head. Solved the problem by using factory O-rings. Perhaps could be drawing air here if your case is the same. Try using the old O-rings if you still have them.
I also recommend altering the stainless steel clip that holds the T in place. If you look, it slides under the T, and holds it slightly elevated above the filter head. Top O-ring is barely in the filter head. Take a dremel tool w/ grinding stone, and hog out the clip opening until the T sits securely against the filter head. O-ring is now seated better.
Also, excellent suggestion was made to check you EGR/antishudder to see if it is mostly gunked close.