BTW, the photo is the fuel filter - the pipe that comes out of this goes to the pump - and its the other pipe that comes out of it that you need to undo - not this one as this is the inlet.
Anyway - you have it started - thats brilliant.
However, we have to consider why the system let in air in the first place. If its done it once it will probably do it again (unless you temporarily detached something?) and you will bet it will be at 5 in the morning!
Unfortunately, theres no quick solution here - but it is fairly cheap - and thats to a) change the fuel filter or at least check its attached correctly (and pipe fittings to it) and b) change the fuel pipe as its probable theres a leak in it or where its joins are. It might be worth just changing the piece from the filter to the injection pump first to see if this works.
Yes, air got into the system through disconnecting the injectors to change the glow plugs. So hopefully all will be well in the early hours tomorrow - if not there's still the bug for getting to work!
Thanks again for the help, saved me looking totally dumb at our local mechanics, not to mention loads of £'s