There is a check valve that can cause this symptom. It's located on the engine side of the injector pump even with the forward delivery valve (front injector line). The check valve is inside the banjo fitting that fastens the return line to the side of the pump. If you remove this it's a good idea to cram some rags below the valve so that the washers don't fall and disappear in the machinery.
The lift pump can also cause this problem. It if runs ok after it's started it probably isn't the lift pump. This pump is located below and a little bit to the rear of the fuel filter. It has a rubber covered manual pump button on the side.
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Joe George
Eureka, CA
'95 2500 CC auto 4X4,3. 54,Combo EGT/boost guage,custom switch panel,PacBrake,TST #5,BD valve body,Automatic motorhome steps on both sides,Foldacover hard bed cover,Cummins chrome kit,Black steel grill guard,Front hitch receiver