Ken,
If I understand your plumbing, you are pumping fuel into the gascolator with the Facet. If your return goes into the Gascolator, the return line is trying to return fuel into a pressurized gascolator while the Facet is on. That won't work well. It would work OK with the Facet off but may not work so well with the Facet on. The Facet does definitely act as a check valve and would prevent any pressure relief when the engine is turned off. You might try a tee immediately behind the Facet on the suction side and plumb the return to that. This would allow the fuel to return to whichever tank is in use. No need for another valve.
Hundreds of planes are running without return lines with no problems. They are mainly useful in enclosed, tight, hot cowlings to prevent vapor lock.
Bill.