Most of the new ones have an electric lift pump/sender/return/crud screen thing in the tank, which fires up as soon as you hit the key. In theory, the system is free from air leaks so once it's primed with diesel it never needs redoing - any air that gets in is returned to the tank. In practice, and as per normal if you get any air into the high pressure side and the common rail it tends to stop the thing running. You need to bleed the thing as you would always do in the past with diesels, but with the knowledge that the common rails can produce fearsome pressure which goes straight through people.
If you run out, you can often prime the system by turning the key to the on position and then off two or three times. I've had it with mine that after a service they didn't clear all the air out of the thing at a filter change and it started running on 3 or so cylinders. When I got to somewhere I could turn the thing off, I gave it a few minutes and restarted it and it ran fine.
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