Ensure the oil tank is at least half full. Set the thermostat to a point above room temperature then shut the furnace off.
Set a bucket under the oil pump bleed screw or attach a piece of 1/4-inch clear nylon tubing to the valve and set the other end in a bucket. Open the oil pump bleed screw on the oil pump, typically located to the left of the burner, by unscrewing it 1/4-turn.
Rotate the screw by hand clockwise to re-tighten it then press the “Reset” button on the oil burner.
Wait for the oil furnace to start running then turn the oil bleed screw counterclockwise slightly and leave the screw open until air and then oil exit the valve. Press the reset button again if the furnace automatically shuts down before all of the air and oil disperse as many oil burners have an automatic 15-second lockout period.
Close the oil bleed screw firmly then restart the furnace.