check the fuel supply hose from the fuel tank, make sure it is not pinched or damaged at any point between the tank and the engine. It does run across from one side to the other and is routed umong all the hoses and can get pinched. Check it where it comes out of the tank and turns towards the frame where it transitions over, it could be collapsed.
The other issue i can think of is it just has air in the lines and needs to be ran for a bit to purge out all the air. (unless you have a bad hose allowing air to get in the lines).
I had one do this before and it wound up being a bad fuel supply hose that was pinched and was causing an air pocket in the line, it ran like this too until i replaced that hose. I would also double check all the lines at the injectors and the pumps/filters, make sure they are all in good condition.