No. You do not have to fill the filter (unless called for by the manufacturer).
In 60 odd years of doing (1000's of) oil changes on virtually every kind of engine imaginable (except aircraft) I have never pre-filled a filter and have never had a problem.
When you change the oil and filter, add enough new oil to the max level on the dip-stick. Start the engine, let it run 'til the oil light goes off/gauge comes up to pressure. Stop the engine and re-check the oil level. Odds are that it will be about mid-point between max and min. Good-to-go.
Oh, and for those that think oil is 'clean'? Just because you can't see the dirt doesn't mean it isn't there. 30+ years ago I sold a huge filtration system to a major motor
oil company. Their spec was to filter down to 30 micron (beta 30 @ 90%). Why 30 micron? Because the human eye can't see that small. This sale
was the result of the company going to a light colored, translucent plastic container, and people were noticing the dirt in their new oil from the factory.