I have changed mine several times now and (touchwood) have never had a problem. A friend who worked in an MB Truck and Van centre showed me how the first time and I have followed the same procedure every time without fail.
Start by getting a litre or so of fresh diesel and fill the new filter through the centre hole until no more fuel can be added, this can take ten minutes or so but don't rush it!
Disconnect the lines and swap the filter over and make sure NOT to use generic worm drive (Jubilee) clips, you must use circular 'high pressure' style clips which do not pinch the hose like a worm drive does.
Now start the engine and let it idle for a few minutes before revving it.
All the best,
Keith.
PS I do not have the WIF sensor so possibly mine is slightly easier than if you do.