Welcome! That's how I usually depressurize the fuel system. Maybe crank the engine for a bit to try to relieve more pressure? There is a "wrench like" tool you can get from Autozone or Advance Auto that goes over the fuel line and you push it into the filter connection that releases the line from the filter. It can be a pain, especially when there's corrosion around the fitting. While pushing the tool into the fitting, try to twist the filter back and forth to work the tool in.
I'm not sure where you're from, but I am having the same issue as you. For me, I discovered a fuel leak right in the line by the driver's side rear wheel. The fuel lines are corroded causing a fuel leak which only happens when the fuel line is pressurized. I only noticed it when I got home last night and smelled raw fuel. It will stop leaking once the pressure goes down, but is enough to cause long starting and hesitation.
2006 Cobalt SS/NA