Midas,

Once the car starts the engine can keep the fuel lines pretty well purged unless you have a serious leak. Or if you change a filter and let air in. Under normal circumstances there is no need to purge the air. Many guys here have luck changing the filters or doing repairs to hoses and the like with the engine warm from running. In those circumstances the battery running the starter to purge the air has a little less of a challenge. With the oil hot and the engine warm the engine will spin faster and purge quicker, and even start easier.

I was on a business trip to Houston and did not find the time to check the board here yesterday.
I read your post title tonight and got excited as I thought you had discovered the source of the fuel leak. I did not see anything in your post to describe the leak has been identified. Did I miss it? If you have it id'd, did you fix it?

As for glow plugs, they are "routine" maintenance, but not every year or two years. I typically get three or so years, and when one goes I change them all. If you are curious they look like small spark plugs a little, and they screw into the head below the injectors. One for each injector/cylinder. Each is powered on your car by a wire that is fastened to the top of the glow plug with a small nut, like 8mm or maybe 10mm. Getting them out usually extracts a fee of several gouges and scrapes on your hands, or at least it does for me. I do not take the injector lines (those kind of artistically shaped galvanized tubes that go from the injection pump to the injectors) off and put up with the limited access. Others do take these out, and put them back when the glow plugs are in, then purge the system of air. Other than the access issue this is a really simple job that you can almost not screw up.

I am not sure but I believe your car has a little knob (black, kind of pinched button) to the left of the steering wheel. This is the idle adjustment knob, and you twist it to change the idle speed. Does your car have one, and are you familiar with it? When the car is cold you need to turn it in the full "high speed idle" direction to assist the starting process. It also helps the car idle with less rocking and heaving when the car is cold.

Hope this helps. Jim

__________________
Own:
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles

Owned:
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)