A small amount of air seperation is normal in diesel fuel. Air being lighter then fuel will accumilate in the highest point in the system and that is the fuel manager head

So even without a leak in the fuel head or any fuel lines there will be air.
If you look at a VW TDI's transparent fuel lines you will see small bubbles in the fuel continiously passing harmlessly through the system. Then looking carefully at the system you'll see the fuel filter is not sticking up in the air and being the hightest thing in the system. Looking even further the fuel return is located in the top of the injection pump where air being lighter will accumiliate and exit to the return.
The Bosch fuel pump control circuit in the CRD as explained by GDE or MrMopar64 (I don't remember which) runs for a few seconds after shutdown to bleed air from the CP3.
This circuit along with 90% of the wiring, fuse and relay are already in the CRD. Look in the Power Distribution Unit (black box in front of the battery) and read the ledgens for;
Relay 38 "Fuel Priming Pump"
Fuse 17 "Fuel Prime"
Then arrive at your own conclusions as what you should do. My original fuel manager head has not leaked yet and is connected
However after reading the current draws measured above I might disconnect it for that alone
