Are you adding new clean diesel to top up the filter cannister after you change the filter? The used filter element sogs up a fair amount of fuel from the cannister, and the new filter will sog up more at first as it gets saturated, leaving the level low. This air can remain in the cannister and the upper portion of the filter element will never get used, wasting a lot of filter area.
I start by unscrewing the top of the cannister which releases the vacuum inside. Then I drain the water and dirt from the bottom. Next remove the used filter. This stirs up dirt, so I go to the other engine's filter while the dirt settles. Drain more if it looks still dirty. Return to first engine, insert new filter cartridge, top off with clean diesel, replace o-rings at the top of the filter and the small one around the handle (lubricate both with a finger of clean diesel beforehand), screw down top, and start engine. Watch vacuum gauge climb. Run with some throttle (about 1,000 rpm) for a minute, stop. Open the top again to check the fuel level in the filter by looking down the outside. Add more diesel to cannister if it's low.