Yeah, you need to do several key on's to cycle the pump, which will evacuate the air from the fuel system. There is also a Schrader valve at the fuel cooler, where you can attach an air chuck with a hose, and bleed the air that way with the key on.
I tried a ton of cycling the key and it never worked by itself. I ended up making the ford tool to bleed the air off at the banjo bolt on the fuel cooler. You can do it without the tool but it will make a mess and you'll have fuel everywhere. I tried everything and this was the only thing that worked for me.
I cycled the key let the pump run until it shut off then cycled it again. Did that like 10 times then cracked open the banjo bolt on top of the fuel cooler then cranked on it and once it started running I went back and closed the banjo bolt.
When you unscrew the banjo bolt on the fuel cooler near the cab and crank on it, it will shoot fuel out everywhere unless you have the tool and hose. It will make a big mess but it will get you going if nothing else works.