First, you should have bleeder valves on your baseboards. Thei can usually be operated by a special square-drive key (about $1.50 at HD) or with a coin or short screwdriver. When water is circulating, you open them a bit, and wait for air to escape. When water starts coming out, close. Wait a minute or so, open again. If you open, and no air comes out, just water, move on to next section.
Also, depending on what kind of expansion tank you have, you might have a problem there. With an older type closed (or open) tank, some air will always get absorbed by water and then form bubbles in the baseboards. I would consider installing a FILL-TROL unit. It is a bladder tank precharged to 12psi, controlling a fill valve, and has an air separator and aoir vent. In one unit, it absorbs the pressure when system heats up, provides makeup water when needed, and eliminates air.
If you already have something like that installed, you might need to open the air vent cap a little. FILL-TROL will get rid of air trapped in the main. For air trapped in baseboard units, you still need to work their own bleeded valves.