It depends on the pump and the filter. ANY pump is especially sensitive to inlet pressure drop and restrictions because it is already at much lower pressure than the outlet. What pump are you using, and have you read up on the specs?
Depends on the regulator. If it is strictly set up that way then you need the return. That should be detailed in the regulator destructions. What specific brand/ model regulator do you have?
But a return is a GREAT idea in any case. I don't use a pump which needs a regulator, but I still use a return, just for fuel boil/ vapor lock prevention, using a fuel filter with a built - in return orifice. They DO work, and they DO help
