The first part of your questions: The Chugg, you might have a bad glow plug not allowing one or more cylinders to heat up properly prior to start up. You can do a resistance test on the glow plugs and they should all be close to the same.
Part 2: The bleeding. Yeah, those things are a pain to get the air out of. The problem is if you look at the master cylinder, it points down. The line is low and the air always goes to the top. What you end up with are bubbles or an air pocket at the top of the master cylinder. The book says to bleed it on the bench. Please don't! My technique is to lift the front of the truck as high as I can get it. Run it up a pretty steep XXXXX, XXXXX the front up as high as you can get it, take the rear tires off and jack up the front end, anything that you can do to get the master cylinder close to level or pointing up. That will get the bubbles to head towards the bleed nipple at the slave cylinder and will help get the air out.
I lift the front end up with a hoist and bleed them that way.
Just because there are new glow plugs in there, doesn't mean that they are good glow plugs. it is really easy to crack one during installation. There is little that goes wrong with the diesel for cold starting. About the only problems are the glow plug circuit or the processor. The only way to know for certain is to test the system. The glow plugs can be tested at home with a ohm meter. The rest of the systems requires going to a shop that has the equipment to do the tests.
Remember Ford says bleed it on the bench. That requires removing the master cylinder, Slave cylinder and lines from the truck.
Pressure bleeding doesn't work as long as the bubbles are not getting to the bleed nipple. You can pressure bleed the system all you want, but the bubbles will stay at the top of the master cylinder.
The technique that I described to you, is the only one that I have found that works, consistantly. I wouldn't have told you about it if it didn't work. Keep in mind, as a mechanic, we tend to try to find the Easiest way to do our job.
And the bleed nipple is located on the slave cylinder just above where the hyd line hooks to the slave cylinder. It is accessable from underneath the truck.