Disconnecting the relay will NOT let the pressure out.
By the time you have undone the clips, etc holding the pipes onto the fuel filter all the pressure will be gone, BUT if you are still worried, on the fuel rail, that feeds fuel to the injectors you will find a shrader valve, a valve the same as on your wheels.
This is to take fuel pressure readings, but if you put a rag around a drill bit or similar and depress this it lets all the pressure out, make sure the rag is around, as it's a good squirt.
I've never needed to depressurise when doing a fuel filter yet, maybe wait a second or two till it stops dribbling after taken connectors of each end that's all.
tabetha