Yes, it can be hard sometimes to re-fill a completely empty system and get it to build pressure. I start out using a Mityvac vacuum pump to fill the system, then switch to the old fashioned hand pumping to finish. Air bubbles will often be trapped around the MC piston and where the line connects to it. You can often free them up by pulling in the brake lever and letting it snap back open (bleeder valve closed). Do this several times in rapid succession while watching the fluid in the reservoir for bubbles floating to the top. You can also tap on the side of the master cylinder and where the line connects with a plastic screwdriver handle as you pump and release the lever.
Something else you can do on stubborn ones is "back bleed" them, that is, force fluid up from the caliper into the MC reservoir. But you'll need a Mityvac (or similar tool) for that. It has another "port" on it that pushes pressure out. So, bleed it normally until the bleeder hose is full, then switch the hose to the "pusher" port and pump the fluid back in and up into the MC.