Check the o-ring on the water bleeder. It sometimes gets left behind in the old fuel filter.
Check the rubber hoses are okay and clamped tight. Also check the screw on top of the filter is tight.
Next step is to check the the fuel thermostat valve - the one on the back of the filter with the two rubber hoses on it. Plumb the fuel return directly to the return pipe and connect the two barbs on the valve with a length of rubber hose. If this fixes it, order a new fuel thermostat valve. They're not expensive.
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