No steps to avoid bleeding air before you get oil fill. You could ask delivery man to do it for you and he may do so if he's a kindhearted soul! If youy try and run it withourt oil, it'll be harder to get air out. I think you can buy guages to fit on tank so that you can read fuel levels 9for future0. Myself, i just use a stick adn dip into tank every time I think i'm running low! If it shows below two inches, I get oil!
The red button is a cut off and I wouldn't worry about pressing it more than twice when you know the reason is that the oil has to be drawn up to the burner.