[OffroadSpike]

Also I would like to add what I think is happening in your case. It sometimes happened to my 2.7 before fixing the fuel hoses. When youn turn off the car the pressure is kept between the pumps and the common rail/injectors so when you first start it the pressude is enough so that it will start with no problems, then the low pressure pump sucks air in from the filter/fuel hose to fuel tank then common rail loses pressure and engine shuts off. After that you have to crank it for some time until low pressure pump has sucked all the air in then the car drives without problems until you turn it off again and let it sit for some time, that's when bubbles are sucked in again and fuel goes back into the fuel tank.

I'm also guessing you have very rough idle until all bubbles are removed.

See where the bubbles are in the hoses before starting the car, that may lead you to the oring or gasket that is failing.

Did you bleed the system after changing the fuel filter? There is a valve that sits near the thermostat that you are supposed to bleed when air gets into the system. You need a bleed pump and a hose that fits in to suck all the air out.