hi to bleed the system you need a radaitor key to bleed the radiators at high level to get the air out also if there are any manuel air vents make sure they have been bled as well
as for the boiler the worcester 30 cdi is a piezo ignited boiler as far as i know it has not got a pilot light if it has i stand corrected
where the boiler is cycling ie swithing on then off i asume you are seeing the inoziation light ie ignition light this is not the pilot light it sounds like possible pcb problem resetting the board could solve this by shutting off the boiler at the mains then back on agian if it is the boiler i am thinking you can reset by going in to high mode and change values this is a bit tricky i would suggest you call out an agent
when the boiler is switching on and off is their any symbols being displayed