In order to restart an oil burner after it has run out of fuel you need to bleed the air out of the fuel line. When you run your oil burner out of fuel oil air is drawn into the fuel line, fuel filter and pump on the oil burner. When this happens the oil burner control detects a flame out and goes out on reset after the time set in the control. Seldom will a burner pump re-prime and run without bleeding the air out after it runs out of fuel oil. Bleeding the air out is a relatively easy task that in many cases the delivery driver will do for you at the time of delivery. However, in some cases he will charge for the service and if he has left without doing it recalling would result in a service charge. You may do this yourself however, you need to be very careful not to allow too much fuel to be pumped into the firebox without the burner lighting as this can create a dangerous situation when the oil burner finally lights.
To bleed the air out you will need a wrench, tubing to slip over the bleeder, and a container to catch the oil. I use a brake bleeder wrench that can be purchased at an auto parts store. They come with two ends sized differently and mine has a 5/16” end and a 3/8” end. The ends are box ends so they can slip over the bleeder and in most cases will stay in place on its own this is convenient however, any box end wrench the right size will work well. I like to use clear tubing can be pushed over the bleeder nipple and it should be long enough to reach to a container that will catch the mixture of fuel and air that you are bleeding. For a container you need to pick something that doesn’t matter if fuel oil is put into it, I usually just use something like a 20 oz. plastic soda bottle. You also may elect to place a cheap aluminum baking tray or pie plate under the area to catch any spills, as stuff happens and spills stink.
Locate the bleeder screw on the oil pump section and put the wrench on it. Turn the wrench to open then close the screw and make sure the positioning is convenient of you to operate. Place the wrench on differently and recheck if its not. Then push the tube over bleeder nipple and into place. Put the other end into the soda bottle. You are now ready to bleed the air out.
Locate the reset button on the oil burner control then press it and open the bleeder screw letting the mixture of oil and air run into the bottle. When the fuel running out of the tube looses its milky color the air has been bled out, close the bleeder valve, and the burner should light. If the burner goes out on reset before all the air is bled out immediately close the bleeder as soon at the burner shuts off, then reset the burner and repeat the bleeding process until the air is gone.
Once the bleeding is completed verify that the burner is firing and you are back to having heat.