No it wouldn't have anything to do with filling the filter with fuel before installation. The only thing I can think of right now is perhaps you reversed the input and overflow fuel hoses after changing the prefilter and it's starving the engine of fuel.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL