Hello Horace and welcome to STT.
The last time I cx'd an oil-cooler was on an MG quite a few years ago.
It can be messy, but if possible, try to fill/purge the new cooler with oil before you fit it. This will help with it bleeding air out of the lines.
I'm not sure if bleeding is a requirement on the SAAB (maybe someone else has that info) but I remember on the MG, cracking open very slightly, one of the highest located unions on the pipes to allow air out and hence bleed it.