I used to fill a new filter with oil before fitting to ensure oil flow would start as fast as possible after an oil change to prevent wear, but I don't bother these days. Was I wasting time doing this or is it worthwhile?
All the engines Ive done it on, the filter attaches to the side of the engine, so its parallel with the ground. Even with it 25% full Ive never spilt a drop, its easy.
Most engines will tickover quite happily with no oil pressure so as long as you don't rev it until the light has gone out it shouldn't do any harm.
I once drove a car whith a Perkins diesel in it from London back here to Dorset with no oil pressure, keeping the revs low, it appparantly suffered little or no damage.
I've never bothered - largely because I seem to have cars with stupidly inaccessible filters! I've just retired my last one at 250,000 miles and it wasn't knocking, so I guess its not a problem. the rest of the car fell to bits before the bottom end of the engine.