Often bleeding is easy, open until air stops and water starts coming out. However some times we bleed to remove an air lock, then we bleed twice with only one valve open at a time, so it bleeds both the feed and return, normally when heating not running. There are levers to latch open motorised valves when bleeding if fitted.
Water has gases in it, and the colder the water is, the more gas it can hold, so when a system is first filled the gas in the water is released as the water warms up, so after it has run for first time often there is more gas to release, but once done second time there should not be a need for it to be done again until system is refilled.
Since we put inhibitor in the circulating water maybe should call it a coolant, we don't want to bleed more than necessary.
As to the TRV and lock shield valve, these need to be set to work efficiently. The TRV takes time to open and close, and the lock shield valve controls how fast the radiator heats up, if it heats up too fast the temperature will over shoot, also if open too much the return water will get too hot and the boiler will modulate (turn down flame height) too early so it will take longer to heat the house.
I am no plumber, I am an electrician, I am told plumbers have differential thermometers so they can set the in coming and out going water to have around 15°C difference. All I can do is turn off the lock shield and then ¼ turn at a time with around 2 minutes between each adjustment turn it on again until I feel a little warmth on the supply pipe.
I have electronic TRV heads so my computer shows target and current
so I close the lock shield a tad if current over target, and if after a couple of hours target not reached, open the lock shield a tad, once set rarely need to touch.
Biggest problem with central heating is some one has fiddled with it, the heating engineer has set it all up A1, then some one fiddles with it. I came to mothers house and found every lock shield valve wide open, the result was it heated one room at a time, once a room was warm the TRV would close, and it would start heating next room, the boiler was actually cycling on/off as return water so hot but her bedroom was cold. I had to remove the tap tops and replace with covers to stop her fiddling.
Once set rooms were spot on, rather impressed on how well TRV heads do control room temperature when set correctly.