You were probably on the return line, (5/16"). The pressure line is 3/8". If you connect directly to the fuel filter, max pump output should be somewhere between 73psi and 108psi when the pump is running. After it shuts off, pressure should immediately drop, but it must remain above 55psi.

 

I did hook the gauge to the filter. This was the largest line and I also assumed it was the supply line as it is the largest and had the filter on it. So not getting any sort of pressure was confusing.

 

the line where the filter is is the line where the fuel comes from

if you didnt have any pressure its possible your pump didnt kick on

 

Here's the set up I made, it connects inline to the fuel filter. With the valve open, fuel flows unrestricted.
With the valve closed you can test max pump output pressure and check for leakdown in the module:

 

Pretty sure its the check valve. So my question is, if the truck starts/runs fine at all speeds and gets normal gas mileage for a blazer (21-22mpg ) what is the benefit to replacing the pump just for the check valve?

By starts *fine* I mean if I let the pump prime for its 2 seconds and then turn the ignition it fires up first crank...if not its 6-8 cranks.