Is it a self priming pump?
Oil pumps (gear pumps) are positive displacement design and will self prime.
On gas engines I know people who leave the spark plugs out and turn over the engine to initially pump the oil. Having the spark plugs out reduces any load on the bearings created by compression. If you leave the glow plugs out and disconnect the camshaft sensor it would do the same thing for a diesel.
Pre-running a newly rebuilt engine takes set up time so most engines are fired up without doing that. That is what assembly lube is for. That said, pre-running an unloaded engine may have some advantage. FWIW. vic