When ever the fuel filter is changed on my yr 2000 Octavia TDI it takes an awful lot of cranking to get it restarted. The battery goes down and requires recharging. Do other owners experience this ? The battery is in good condition. Should it be left with the ignition on for a while to perhaps self bleed ?

You need to keep cranking, it will go eventually.

Other than that the filter should be filled with diesel and then pull the fuel though the pump with a mitivac or similar.

But they do go if you crank them.

Would it help just to fill the filter without using a pump ?

Yeah, but it should have fuel in it by now. The air will be stuck between the filter and the pump/injectors.