Yes, sounds like there is an air pocket in the heater core that needs to get bled out. Feel free to check out
www.nicoclub.com/FSM to download a copy of the official Nissan factory service manual for your truck. Might I suggest bypassing the radiator mounted trans cooler completely and installing an aftermarket cooler so this never happens again. Nissan is doing its customers wrong by not standing behind this fatal flaw in their Frontiers. Hopefully they realize that their truck market share is contingent on repeat customers so it would be in their interest to fix the problem under warranty.