Getting all the air out does two things
1. It prevents having to watch the radiator neck for when the level drops which means preventing scalding burns in bad burping cases. That's good enough for me. I've seen it happen and heard about it hurting others.
2. It fills the engine completly, meaning the engine isn't subjected to hot spots, overheating and then a rush of cold coolant, meaning more shock.
You can slowly fill it andd let it sit overnight, recheck and refill in the morning and it should be fine. I'd rather be sure I'm not going to get burned and risk engine damage, plus, I'm usually ready to fire the engine after filling...