Yep, it likely isn't your problem but it's not wasted money either.

The whole fuel pressure checking is a often a problem with DIYers trying to get away with poor quality gauges and fittings not fitting properly.

+ make sure the bit of hose at the regulator is still in good shape as well, that's a bit of unmeasured air if it is leaking.

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1988 325is (purchased new) sold
2004 X5 3.0 2005 X3 2.5
2008 X5 3.0 (new to me)