Never heard of it before and it's not necessary. Shocks are built of a chamber that contains a specific weight & quantity of oil, the rod you see on the end of the shock is connected to a flat plunger that seals the chamber into two halves, that plunger has a certain size hole cut in it that allows that oil to flow thru it at a certain rate, thus creating a dampened movement. any air that got sloshed under the plunger would either be gone by time you're done installing or be pushed up top with the first movement.

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Chris
64 190D R.I.P.
80 240D W/617 engine -for sale
82 240D -for sale