Had the same issue, eventually I cracked the filter housing from bleeding the air too much/over tightening. The new housing/filter did not solve the problem.
Installed an inline lift pump and haven't had a problem since.
http://www.kennedydiesel.com/detail.cfm?ID=399You can see what this involves here:
http://liberty.eurekaboy.com/kennedy.htmI made my bracket with a flat aluminum bar and a drill bit. Really low tech, the picture of the wire isn't good, I found a better description just can't recall where I put it. Basically theirs a wire going into the wiring harness that isn't connected on the other side. I spliced into that wire because I couldn't find the right connection for the harness. If I remember I correctly it was with with an orange stripe but i'm '06.
There are other options such as installing an intank lift pump. Also the eliminating the quick release hose connection at the tank may help (I did not do this).