While this may not really be a problem with your setup, the danger is that the filter dislodges while driving.

One could ask, "the factory doesn't mandate this, so why bother?" However, I am not going to do so. I had a Saab 99 Turbo ('96, made it myself). When refilling the oil, I would always remove the fuel pump fuse and crank the engine until the pressure came up. Only then would I let it start. That's quite a bit harder to do with a diesel.

If it really concerns you, just pull the glow plug connector............or turn the key to the start position without stopping in #2.............your choice.

Most older engines won't start for a few seconds..............or more...........without glow plugs at anything but very warm temps.

Actually not that difficult. Since you're already under the hood, use a remote starter switch and press the "STOP" lever on the IP while cranking. You can't see the oil pressure switch but you can have a friend watch for the first time and see how long it takes -- about 5 seconds? Next time, just count to five (or whatever) while cranking and the new oil will fill up the oil filter cannister.

__________________

"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970