Bleeding CH System .

Having just refilled my CH system( pumped heating gravity domestic) after having replaced the heat exchanger gaskets and some pipework around the HWC I was beeding the system after refilling it ..As previously the pump caused /is causing me some bother .Is there a specific procedure ...is it bleed rads then the pump or the other way round or a bit of both until its sorted . When bleeding the pump should the bleed screw ( which is on the front vertical face ) be opened slightly or opened a lot ...I keep hearing air when I switch on the heating after its been off for a while even tho' the water out the bleed screw seems to have run freely .... Stuart