The engine really shouldn't need to be burped and the MKIII heater core flows coolant all times unless the A/C is on MAX or the heater control valve's solenoid is bad. Just overfill the reservoir, run the car just until it reaches operating temp, let it cool and then just drive like normal. The air should work it's way out pretty swiftly. If your system requires you to go to all sorts of odd extremes the coolant isn't flowing as freely as it should be.
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