Lots of squeezing pipes required, having the heater on hot doesn't matter apparently but it can't hurt either, I find over filling the expansion tank also helps push air out (so long as you drain the excess water out afterwards if it doesn't all go into the system). Rev the engine every now and again etc.
If you still can't see a jet of water firing into the top of the expansion tank and the noise doesn't go away then suspect the pump.