They are self priming, however I would replace all of the clear fuel lines. Especially with an empty tank the pump has to "pull" extra hard. It wouldnt hurt to fill the filter and give it a shot, but this is classic symptom of needing fuel lines

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Dennis
2006 E320 CDI Black/Black Leather. Nav, HTD Seats HK stereo 32000 miles.
2000 VW Passat 1.8t 300,000 miles as of Dec 09, 2009 original owner
1997 E300d Silver 300,000 miles As of Jan 05, 2010
3rd owner SOLD