I did my fuel filter change on my '10 Golf TDI recently, it was an absolute pleasure. Make sure you have a VCDS scan tool or otherwise be prepared to jump wires to the primary and lift pump to prime.
As Chitty stated, the major difference between your older TDI and the new one is that the new ones don't run the pumps when the key is turned. That is the reason for the priming procedure. Also, very important to fill the canister with fuel and ensure that the filter is soaked when putting the canister back together.
The issue with priming is mainly that the HPFP in these cars, that everyone seems to be so afraid of, is more sensitive than most fuel pumps to air pockets and contaminants because of the tight clearances and high pressures within the pump that require uniform lubrication and fuel to use for cooling. You will no doubt, even if you do everything right, get a little air in, but you want to minimize this. Anything more than the absolute minimum air pocket could cause a problem with this pump.
Also important to note: The priming procedure has nothing to do with the HPFP. The primary and lift pumps will be circulated during priming to allow air to escape that may have entered the fuel lines to and from the fuel tank and inside the filter housing. The HPFP is mechanically driven off the timing belt, therefore, that pump will not run until you start the car. My car required a little more cranking than usual to start after the filter replacement because of this. I anticipated this, therefore, I cycled the key to start for a few cranks, let it rest, then cranked a little more. No need to cause any more friction in there than you need to.
Also, while you are in there (I believe this is also mentioned in the FAQ) I would look on top of the fuel in the canister (after you remove the cover and the filter) and through to the bottom of the canister after you remove the filter to see if there are any metal flakes. Anything more than a few tiny specs that you may find may be cause for concern and indicate the possibility of an impending premature failure of the HPFP. Mine was clean at 15,000mi, aside from the dirt on the outside of the filter. VW recommends fuel filter replacement every 20,000. I am on a 7,500mi OCI and thats why I did fuel at 15,000 just to keep everything together. Its really pointless for me to shorten these intervals, but I pack on the miles quickly and its easier for me to time it a little short.
Good luck. I changed the fuel filter myself in less time than it takes me to drive to my dealer 7mi away, and I know it was done properly!
No problem, knowledge is power!
