You are making that mountain...
If you fill the filter with fuel before you install it, you can tighten it and start the car without leaving a possibility for the air to escape.
After starting the car and a short time of "engine-air-trouble", the engine will maintain running like it should...

greetingz,

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1990 300SL-24
1993 C250D with a minor 600+k kilometer
www.MBenzNL.com(the Netherlands)