[Megalocnus]

The cooling system is sort of self-bleeding - the air bubbles trapped inside circulate with the flow while the engine is running and eventually get trapped inside the expansion tank. Thus, I think eliminating the circulating air before driving the car isn't worth my time - I just check the coolant level and top off if needed on the next day, after the engine has cooled down.
It is more important to look for leaks and to pay attention to the engine temperature.

On the other hand, if there is a lot of air trapped somewhere inside, it may obstruct the flow in a narrow cooling passage, which isn't good, but fiddling with the upper radiator hose bleeder screw while the engine is running isn't going to magically free the obstructed passage - if anything is going to help, it would be moving the car and revving the engine.

In my experience, properly following the procedure to fill up the cooling system as described by BMW and in the Mango link above rarely results in trapped air. Don't think this should be called bleeding as the sole role of the open screw is to ensure the upper rad hose has been filled with coolant.
It also helps if the front of the car is raised, and the coolant is poured in slowly.

 

[Megalocnus]

OP, inexplicable coolant loss and engine running hot could be a bad sign.

Do repeat the pressure test, and if you still can't find an external leak, remove the spark plugs and look inside the cylinders.
Visually inspecting the oil isn't a good way to make sure it isn't contaminated with coolant - ask me how I know.

 

[Megalocnus]

What?

So before the air pockets eventually are trapped in the tank, how did you drive to places without overheating the air head, or just let it resting in the garage?

So no bleeding air is needed, and then when the temp gauge moving toward the red zone, then shut it off and pray the GOD?

Too many assumptions here.
I fill up the cooling system as per TIS, while the front of the car is raised.
Check for obvious leaks.
Start the engine and don't bother opening the bleed screw again as some do.
Check for obvious leaks.
Drive the car a few times around the block, keeping an eye on the engine temp.
Chech for obvious leaks.
Drive the car until the engine is at operating temp, make sure the system behaves and temp doesn't go above 98-99C.
Park the car overnight.
Check for leaks on the next day, check the coolant level, top off if needed (usually less than 200 ml / 7 Oz).
Eventually check the coolant again a few weeks after, but almost never need to add more coolant.

 

[Megalocnus]

Good for you, but there are some people had no luck and continued to have overheating and no cabin heat after doing this way.

Sorry to hear but can't stress enough the importance of two things - front of the car raised; coolant mix poured in slowly.

If you get into a situation where there is too much air somewhere inside the cooling passages, enough to obstruct the flow rather than move alongside the coolant, opening the bleeder screw while the engine is idling isn't likely to help dislodge it.
What may help is driving the car - acceleration/deceleration, going through bumps, revving the engine higher than at idle...

 

[Megalocnus]

They started doing this but the gauge moving toward the red zone, then what?
My method is not much different with the TIS instruction, except I don't want to do the extra step using turkey baster to remove excess coolant out after closing the bleeder.

Well, if the temp starts going higher than normal operating range, at least you are in the in the driver seat where you are in position to notice and shut the engine off promptly, not by the engine bay, looking for air bubbles coming out of the bleeder screw...