Is the filter head plunger soft when every time that you purge the air from the filter?
You sure that it is air in fuel and not a slight leak of fuel on one of the cylinders?
Any codes posted? Air in fuel normally does not post codes but some other problem might do so.
When you replaced the fuel filter make sure the original rubber gasket has not stayed in place inside the cavity...two rubber gaskets can cause this problem.
Are you on the Aussie Jeep forum here at
http://www.ausjeepoffroad.com Edit to add: I see that you have already posted this on Ausjeep......good site for our Export CRDs