Well I picked up some new heat shields from the dealer, they wanted $4.89/each and had 4, but I talked them down to $2.12 each.

I tired to get some return line but had no luck at two separate hardware stores so re-arranged the ones I bought 6 months ago and put it together. No leaking or bubbles like I saw last night after a long drive and idling. So, it was either not torqued right or the head shield not seated properly or a return line-I have no idea.
Or maybe its a slow leak from the injector body and it will return. I am going to keep the cover off for a few months so I can keep an eye on it and wish for the best.

Charlie- I had the same idea in mind as I have owned VW's and had luck getting braided line at local shop. Didn't know about the Rabbit as the same size, so good to know.

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1999 E300 TD 190,000
1996 Passat TDI 225,000-sold
1996 E300 120,000-sold
1998 Jetta TDI 186,000 -sold
1983 Chev Suburban C20 6.2-sold