When changing oil in any diesel engine, should the oil filter be prefilled prior to installing onto the engine?
Just like with any engine (gas or diesel), if I can prefill (or prelube) the filter, I do. What I mean by this is, if the oil won't spill out while you are installing it, fill it up. This pretty much leaves this to filters which face up (or nearly up). You can possibly wet the other kinds of filters with oil, meaning you get the filter element wet, but not much more, because it will leak out of the filter during installation. It doesn't make sense to have an environmental hazard on your hands and waste oil as well just to fill the filter.
Why fill the filter if possible? The reasoning is simple: The sooner the filter fills up with oil, the sooner oil gets to the parts which need lubricated. Running a dry filter means your engine is deprived of oil until it becomes wet and the filter is full. This holds true no matter what kind of engine it is, no matter what kind of fuel it burns. The less time it is starved of oil, the less potential damage has the possibility to occur.