To purge your XJ's cooling system, and this came from 2 well respected Jeep mechanics, remove the heater hose from the thermostat housing. Pour coolant into the overflow bottle until fluid starts to come out of the t-stat housing. The t-stat housing is the highest point in the system, and it will be completely full. Fill the overflow bottle to the appropriate level.
This is quicker than waiting for it to burp itself.
Before you say "well the t-stat won't be open, cause it's not warm", take a look in there, there is a small bypass to the heater hose.
Not hard at all to get all the air out, just gotta do it correctly.
Erik