I have the operation and service manual for the Kohler/Yanmar 4TN82-R genset and it isn't bad but the section regarding fuel filter replacement doesn't answer some of your questions.
Yes, it is a good idea to close the valve at the auxiliary fuel tank to minimize the potential for air to get back into the fuel line (although the manual doesn't mention this). I have always filled a new fuel filter with fresh diesel prior to installing (although the manual doesn't suggest this either).
My manual indicates that the entire system should be bleed if the fuel filter is replaced. Before bleeding, you would need to turn the valve back on at the water separator at the auxiliary fuel tank.
For reference to those who don't have the manual this is the procedure they list for bleeding:
1. Loosen line connection at fuel filter. Connection is at the top rear of the fuel filter
2. Using priming switch on controller, operate fuel pump until fuel (free from air bubbles) flows from this point. Tighten line connection. Controller box is on top of the generator to the rear of the generator engine. Switch is on the drivers side of the fuse next to the Start/Stop switch on the controller box.
3. Loosen small vent screw (with Phillips head) on fuel filter. Small screw on top of the fuel filter toward the front
4. Using priming switch on controller, operate fuel pump until fuel, free from air bubbles, flows from this point. Tighten vent screw.
5. Loosen line connection (bleed point) at fuel injection pump inlet. Located toward the rear of the Fuel Injection Pump where the fuel line comes in from the center of the fuel filter.
6. Using priming switch on controller, operate fuel pump until fuel, free from air bubbles, flows from this point. Tighten line connection.
NOTE: use a container to catch fuel when draining fuel system. Wipe up all spilled fuel after draining system.
If anyone is interested in seeing the location of any of these components, let me know and I will post photos as I presume that Tom's manual identifies all of these points for him.
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