This first part is telling you the filament run-out sensor is not detecting the filament.
Does the Ender 3 have a filament run-out sensor?

Quote Originally Posted by BasKoning View Post

Then the machine starts beeping, displays: 'change filament'.
I then press the knob, and it continues to print just fine (after a few circles of printing 'nothing')

I normally print a 2 line shell to get the filament flowing smoothly before the print begins.

Quote Originally Posted by BasKoning View Post

Perhaps the PLA inside the nozzle is giving problems at startup?