Ray - the way to bleed out any remaining air from the filter unit is to loosen the pressure guage (highest point), so that's not surprising, however, air in the pipe from the pump to the filter does not get cured by that, the air is likely being sucked in through a leak on the pump lid gasket or somewhere between skimmer and pump. Low water levels in skimmers have a tendency to pull air in with the water vortex.
Baskets getting "burped" out of the skimmer when pump is shut off is relatively normal and is not necessarily a sign of air backing out of your system.