The idea is to force the air out of the aftercooler under the supercharger. It's the high point in the system so it needs forcing. Restricting the flow on the return hose below the yellow hose ups the line pressure entering and helps push out any air that may be trapped. In the stock system the air will flow through the yellow line in the picture into the overflow. Or you can disconnect the line like in the E55 picture and bleed it into a container.

Les