The "don't fill" advice is basically about the risk of introducing dirt when doing so. It's on the outlet side of the filter, so any dirt passes directly into sensitive areas of the engine or fuel pump. If you are confident you can do it carefully, you can certainly do so, but beware of the risk.
On Cats without the primer pump, pre-filling the fuel filter is probably helpful in avoiding air bubbles. Filling the oil filter is less valuable, since you are only avoiding a couple seconds of extra wear about once a year. Hard to believe that can have much effect on engine life, but do what you thing best.