This is very similar to the one I have. It goes by the name "primer bulb" at your local marine supply store.

Put this thing between your hardline and the first fuel filter in the engine compartment. Have someone stick their ear by the fuel filler with the cap off, have them holler when they hear the bubbles stop.

Note/disclaimer: I do not have this installed in my engine compartment. My diesel comes from a small racing tank in the trunk and I have the pump installed back there. Veggie oil is in my main tank. I can't imagine there will be any difference in its effectiveness if its placed in the engine compartment.