First you have to figure out the fuel leak down you have in the low pressure side, as you've stated that there is no fuel at the filter bleed. You have to have fuel up to the filter before you can think about bleeding the injector lines-the high pressure side. Sounds like somewhere there is a small leak or loose fitting that is allowing air in and thus your fuel drains back into the tank. Usually on a running engine, when changing/bleeding filter, you would disconnect the pink wire from the IP solenoid to prevent air from being introduced into the injector lines. Only when you have the filter bled would you reconnect the pink wire.
As for bleeding the injectors, I place a couple of pieces of cardboard along the inner fenders, it shows the fuel spray pattern well and there's no clean up later. Remove all the glow plugs, this allows the motor to spin over faster, there's no load on the starter and its less of a drain on the batteries. Crack all of the injector lines open at the injectors. Begin your cranking cycles, I usually do 10 seconds at a time with a cooling down period. Others here have stated that you can crank for far longer. You will begin to notice fuel being spit out onto the cardboard. That's not enough to tighten injector yet. Wait until you see a good spray pattern out of each injector before you tighten it up. There are a couple of injectors which will require more cranking than all the others before they are bled. Once all the injectors show a good solid fuel spray, tighten injectors, replace glow plugs and it should fire right up.
Once its running, if you still haven't found your air in fuel leak, when you shut it down for the day, crack the fuel cap. This will release the vacuum from the fuel system that is drawing the air in. This way it will fire right up in the morning, without having to re-bleed the entire system all over. I ended up drilling a very tiny hole in my fuel cap because of this very issue as one night I forgot to crack the fuel cap. Drove it like that for over a year before I finally fixed my air in fuel system dilemma.