Run the heater full blast and open up the bleed bolt on the top of the thermostat housing while you run the engine. The system is poorly designed for getting rid of air bubbles.
Some people fill their systems through the top radiator hose while the car is parked on a steep hill (ramps?).

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13