So the screw is the bleeder?
With out the springs being installed ,try pumping them several times like bleeding a brake system on a car ,hold the
piston & shock rod at the top of the threaded cap ,an crack open the bleeder screw an close it ,you can do this a few times ,
when done ,pump them...
My shocks ,I pump them up a few times an hold the shock piston & rod pushed to the top an take the top lid loose
or off ,then put it back on or tighten ,that is all I do!