i woudl guess the the mobil 1 filter does not have an anti drainback valve. whereas the motorcraft and purolator ones do. that would be the main reason for the knocking startup. i know whenever i change a filter with an ADBV theres a bunch of oil still in it while one without an ADBV comes out dry.
A couple things you can do to help, as mentioned put some oil in the filter first, I usually put near a quarter of a quart in the filter and not spill a drop putting it on, I add this oil to the filter before I even start changing the oil to allow the oil to soak into the filter element, then there is even less chance of spilling any.
Also if you hold the gas pedal to the floor and turn the key to start, the engine will not fire off, it just turns over at the slow starter RPM. This allows the engine to turn over at a much slower RPM creating less friction until the oil is fully circulating through the engine than if it fires off and runs at a much higher RPM.
Dry start ups are not good on any engine, the damage it does may not be noticed at that time but it does have long term effects on engine life.