Correction! The fuel pump comes on while cranking and not by having the ignition on by it self. You must jumper I believe (check!) 30 and 87 at the fuel pump relay connector to activate the pump. No fuel should drip from the cold start valve when the pump is energized. On the other hand, while cranking, the cold start valve will spray for a few seconds and then stop. It should not drip fuel out of the nozzle after it sparys.
1993 190E 2.6
Advanced Diesel Systems Test and Research Engineer