Sounds like you've got it hooked up correctly. It takes a while for the air to get out of the lines about 100 miles or so, maybe 1/2 tank of fuel or so. Go for a long drive and enjoy the scenery then let us know how it's going.
Not sure if you saw this:
PeachPartsWiki: Replacing the Delivery Valve Seals
It's pretty much the same procedure on the OM602 and it takes a bit for the air to get out and things to settle down.