You might pour some oil into the filter prior to installing it. This can reduce the amount of time your car takes to regain proper oil pressure. If your filter is mounted vertically, you may be able to fill it almost to the top. If it is at an angle, you may be able to get just a few tablespoons worth in, just to saturate the filter media. It's actually not necessary if the car has not been stored, there is enough oil left on the bearings to lubricate until pressure is built up; if you'll notice, no garages pre-fill the filter.