Yes, first question is does that Caterpillar secondary fuel filter have a Caterpillar manual primer pump? If not, there will be a block-off plate where you can install one.
Also, many coach makers (our current one and last one, for example)have that secondary fuel filter relocated to a much -to-access location. Just requires longer lines to and from filter.
As far as mess, take a gallon milk/water jug and cut off the top. Drop the filter into the jug for removal.
And, were it me, if you have the manual primer pump, install dry. This is Caterpillar's recommendation IF you have the manual primer pump. If not, I would fill with clean diesel, not some other fluid. And if you do fill, use the outer holes (inlets), not the center hole (outlet). That way if there are any small particles in the fluid, it will not go directly into the injectors.