Update!!!!!
Thanks for all the advice and it seemed to work with a few tweaks.
First, in order to purge the air I had to run the pump with the expansion pressure cap off. Not doing so would let the air escape the system.
Second, I did fire up the furnace to warm the fluid and it also seemed to lower the viscosity. First try gave me a high limit alarm but now it runs just fine and heats the water tank nicely.
Third, rather than run the pump continuously, I occasionally stopped it and could hear the air gurgling around inside.
Still, all in all it took about an hour before the coolant level stopped dropping and the furnace would stay lit without activating the high limit alarm and shutting down. All seems well but I will keep and eye on the coolant level.
Once again, thanks to all.
Dick