I'd say change the fuel filter if you had air getting in you would have fuel leaking all over when it was running. 99% of fuel related problems with a diesel is clogged filters.
Agreed. At the very worst, you just performed routine maintnance. Not good to run a diesel with a clogged filter - hard on the injector pump. And on a 2001 that has spent the last two + years running on ULSD (which I don't believe the '01s were designed for) it's already not getting the lubrication it should.