I always look at an oil filter's threads (if it has threads) to make sure they are clean. Numerous times, I've seen slivers of metal on the threads of new oil filters. Simply take a rag and pick or wipe the threads clean.
As far as filling oil filters, I always do if it's possible, but it's definitely not a requirement. I've got a '98 Ford F150 with the 4.6 engine that has a factory remote filter that sits between the bumper and the front left wheel. This has got to be the easiest oil filter ever to change, with the exception of oil filters that sit on top of the engine. You can kneel down and unscrew it and then screw it on without your jeans touching the ground. I sometimes worry that somebody just walking by my truck will see it, bend down and unscrew it just to be a jerk.
I've also got a '98 Ford Ranger with the 3.0 engine. You can't pre-fill the filter at all because you have to tilt it, lay it on it's side and put it upside down before you R&R this filter, but it also sits at a 45° angle when screwed to the block.
Your tiny metal shavings probably just didn't get cleaned up properly during the manufacturing process.