The simple answer is you don't have to cap off the supply and return lines. I did however spend a few hours learning how the fuel system draws through the filter assembly. I hooked clear plastic lines to the car's fuel system and submerged them in a can of diesel so I could see how the system worked. The fuel in the disconnected lines actually drains back to the level of the fuel tank.

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85 300sd 400k
99 e300td 101k (hers)
34' californian twin 5.9 cummins
1999 F350 Powerjoke 75k
2001 F150 Supercrew 51k
19681/2 GT/CS