I just changed the fuel filter but there is some air in it.

I suggest you revisit the fitting of the fuel filter or the filter itself as the symptom you describe is that of an air leak in the fuel system - something isn't quite right, perhaps an O ring or perhaps something isn't pushed fully home or perhaps the filter body isn't air tight...

Maybe trying to start too soon...wait longer for glow plugs to do their job. Check and maybe change fuel filter , pump and injectors.

bleed the fuel system James, Filter change and bleed the air from the diesel lines. Check the attached links,instruction and guides, Good luck
"I hope this helped you out, if so let me know by pressing the helpful button. Check out some of my other posts if you need more tips and info."
2007 2012 Ford Mondeo 2 0 TDI fuel filter change
Diesel filter change mondeo 2 0 tdi by Scott mechanics
31467500 Diesel Fuel System Bleeding Kit

Air filter,hust unclip the metal clips around the housing.
Fuel filter,undo the bolt at the top, unclip the plastic pipes either side of the filter.
Prefill the new filter with fresh clean diesel, bolt in place then pump the black knob on top of the filter to prime. If the car will not start, release the plastic pipe nearest the front of the filter and pump until fuel comes out,then refit it.

should be located in the fuel line on top of the motor.

crack open 2 lines as a time aand crank the engine 4-5 revolutions till fuels dribbles from them the retighten and do 2 more till all are bled than start it

If this is a diesel you should not use starter fluid unless the glow plugs and glow plug controller is removed. If this is a diesel you most likely have air in the fuel system.When changing fuel filter on a diesel fill the filter container with clean diesel,screw the top of the fuel filter canister on open the bleed screw and turn the engine over until only clear fuel (no air bubbles)is bled from fuel system. Then you may have to turn loose the connector on the innjectors to bleed more air out of the fuel system.

I would start by looking for the valve on the fuel rail (or at the filter housing), if you disconnected the fuel pipe from the filter feed you will have a lot of air in the system (and diesels do not like air in the feul system) you will need to have someone crank the motor over while you push in on the schrader valve to release the air out of the system until you get fuel to flow steady out of that port (this may take a short period of time), then you should be able to start the vehicle... would also recommend replacing the fuel filter as well. Hope this helps.

CHANGING THE FILTER ON FOUR DIESEL WILL only HELP IT-- SOUNDS AS IF YOU HAVE A FUEL SUPPLY OR CONTAMINATION PROBLEM both go through the FILTER so When Changing Filter Try to keep as Full As Possible and Pour into a GLASS Jar let it sit for 10-20 mins. Then you can see the Water (IF ANY) on TOP of the fuel, if you Find Water and Your tank is Low Top Off with DIESEL FUEL this Should Solve your Problem Fuel Filter Must Be REPLACED as Contamints can stow away in it, Bio is Good Both Ecologicly and >>CLEAN will Burn Well > FLUSHING with CLEAN DIESEL FUEL is a good Idea., A VALVE ADJUSTMENT if not performed in a long time or many miles, This can Do Wonders for Your Diesel I hope this helps you with your T L C Have a Good Day and if im Worthy RATE me Accordingly. Thank You, RejakWilson

Well, one problem is, if its an 8.1, its not a diesel. The 8.1, or Vortec 8100, is a gas engine. The DuraMax is a 6.6 engine. There is usually not a priming system on a gas engine, because the fuel pumps will usually get it through the smaller filters used quick enough you dont need them. However, if it is a DuraMax engine, then right on top of the fitting where you mount your diesel filter, there is a primer pump and an air bleed valve. What you do is, open up that air bleed valve ( its a little black plastic octagon shaped thing on the top of the filter mount) then you pump the primer (the silver button looking thing) until you get diesel squiting out the air vent without too many air bubbles or gurgles.