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the best way is to disconnect the sensor(I think it is just a fuel heater), crack open the drain **** and then pull it off. then before installing the new filter fill it up with fresh fuel, screw it on and re-install the wireing.
you may have to crack the injector lines to purge all the air out but that is the best way to do it.
Ive got a 5 gallon covered catch pan from autozone that works good. . .the inlet hole is a bit small for the amount of flow from the pan. but I just plug it up for a few seconds once and it's good.
my mechanics assistant told me to do the fuel filter myself today. explained that the minute amount of air that may get in the injector system will bleed out on its own. (or i can hit the bleeder valve). guess Ill give it a whack thursday.