There will be a few bubbles for awhile after first priming it. They get sent back to the tank in the same place the pickup is so it sucks some air in and returns it to the engine bay.
I don't know if the vanagon has a pump in the tank,... but that wouldn't work on a Rabbit.I also talked to a mechanic and he said whatt he does is bleed the filter by opening the vent screw on top and cranking till just fuel comes out.
It would just suck air in.
Are you smelling any diesel from the exhaust while cranking?
If you aren't flooring it, it could take quite awhile for the injector lines and injectors to fill,.. not much fuel flowing at idle,.. even less at cranking speed.
I forgot,.. did you have a clear piece of line going from the filter to the pump? Is there air in that line?
If there is no air going into the pump but air coming out of the pump,.. that could mean a bad mainshaft seal on the pump.