I've heard of kits you can get which act as a one-way valve at the bleed nipple - means you just undo it and stick this kit on so that the fluid is allowed out but no air can return. Makes life easier then to just pump the brake until the fluid runs through. Granted, I didn't find it terribly hard with the bike, but it would have been useful for my cage.
One other thing though, I found I had to go over all the joints for the banjos and bleed those as well - so undo the banjo a bit, pump brake (down or in depending on rear / front), tighten the banjo and then release. Basically, exactly the same as you would for the bleed nipple but do every joint. I had several air locks in the front at first when I did mine and this is what solved it.