Go back to the tank. Part of the purpose of the return is to get rid of any air that might get into supply, route return to supply and air will have no where to go.
Also some engines use the return to take some heat away from inj system.
I'm re-plumbing due to a fuel tank leak, and the present return line goes into a T with the generator supply line, which comes off the good tank. I need to tap off the same supply line to get fuel to the Lehman, since the present supply line for it comes off the leaking tank. Both tanks interconnect at the bottom to keep the boat trimmed, but luckily have shut-offs so I can isolate the tanks.
I'll just return to the tank to be on the safe side.
Go back to the tank. Part of the purpose of the return is to get rid of any air that might get into supply, route return to supply and air will have no where to go.
Also some engines use the return to take some heat away from inj system.
This is especially true for an engine like the FL135 which has an "auto bleeding" injection pump (which BTW works really well). That air has to go someplace and it shouldn't be sent back to the input. There are 2 return lines, one from the injection pump and one from the injectors. They typically T together and then should go back to the tank.