That's what the filter is for, so I think you're okay. You can do the in-tank mods to get rid of the source of the air, and you can also install the CCK from DinoFuelAlternatives:
Dino Fuel Alternatives | Product Detail

That will bypass any air that gets into the heads back to the tank. But, you really need to do the in-tank mods as well. It's called the "Hutch" mod, and you'll also want to do the "Harpoon" while you're in there. You can get a kit from ITP Diesel for that, or build your own using guzzle's info:
Welcome to guzzle's In-tank Hutch Mod Web Page

Doing these will double-filter your fuel, bypass any air that makes it to your heads, and help you out when you're filling your tank (Harpoon).

EDIT: You can run a few tanks of Bio Diesel through, or pick up a jug of DieselKleen, and mix it heavy to help clean things up...