The main fuel filter, as in the one on the bulkhead, is not under pressure (its filled by the mechanical pump, the "lift" pump, on the side of the engine)
The only tips are
1) Don't tip it when lifting it out (or you'll spill fuel), and
2) transfer fuel into the new one, so there's fuel for the engine to run on.
Once you've got it back together, the vehicle should happily start.
There's a small (10mm?) bolt on the very top - this is the bleed-point: open it half a turn and allow air to escape, then tighten it up again once it starts to weep fuel.