I spent awhile working on this sticky today:

Suction Side Problems: Air Leaks, Bubbles in Returns, Pump Won't Prime, etc.

1. Should you hunt for the source of the bubbles?
Up to you. If it's not causing a problem, I wouldn't.

2. Could it be the new connector?
Any time you change something in your system, and then notice a problem, you should look at the change you made as a possible problem source. Is the connector on the suction side? If so, it may be misaligned, mis-installed, or just not tight.

3. Could there be residual air in the system?
Almost by definition, if you have to bleed your filter a lot, there's residual air in the system.

4. What can I do?
Read through the threads, listed on the page linked above, to get some ideas.