I'd open the bleeder screw slightly while the engine is cold, and then loosen it further as the car warms up. I'd also have a spare around as the stock part is plastic and can break on you.
If you haven't used your heater in a while, rotate the temp selector knob a few times to make sure the heater core is being opened. While I run my AC through the middle vent, I close that and have the floor vent opened full.
Put your blower switch on a higher setting and ensure you are getting *hot* air coming at you. That's a hint the heater core has coolant flowing in it.
I recently replaced my radiator. I noticed the level of coolant in the reservoir tank dropping as I was running the engine, so keep replenishing coolant during the bleed process. I look for a "four-pack" of hot heater air, no air bubbles from the bleeder screw, coolant levels not dropping quickly in the reservoir tank, and the temperature gauge in its customary spot as clues my bleed job is going well.