John80y:
If Treemonkey's suggestions (replace fuel filter and check inline screens at tank outlet and injection pump) don't solve the problem, next check to be sure there is a working vent on the fuel tank to prevent a vacuum in there.
If the problem persists, Soundguy is right about where the problem is likely to be. The problem is that it can be very difficult to locate the leak. In my experience, there is usually a very small leak of air into the lines between the tank and the injection pump. If the leak is upstream of the filter, the invading air may accumulate in the filter until it uncovers the outlet port, at which point some of the air moves on to the injection pump where it again may accumulate for a bit in the injection pump case before it reaches the intakes for the plungers. That's why the machine runs a while after you bleed it: depending on the size of the leak, engine speed, etc. it may take several minutes or more for enough air to accumulate in the injection pump to stop the engine.
Check all the fittings in the lines to be sure they are snug.
If that does not cure the problem you may have a cracked line. A couple years ago I had the same problem with a Cat D3B. I finally discovered that the banjo fitting welded onto the line between the fuel filter and supply pump had a tiny crack on the back side that resulted from many 1000 hours of vibration. You could not possibly see the crack without taking the line off.
I am not familiar with the bleed plugs on your engine, but it may be possible to at least isolate the leak to a part of the line by paying attention when you remove the bleed plugs. For example, if there is air in the fuel filter it is a good sign that the leak is between the fuel tank and the filter.
As a last resort, put low air pressure on the fuel tank and look for leaks by putting soapy water on the entire fuel supply system. An air leak will make a soap bubble. It may be sufficient pressure just to blow as hard as you can into the tank fill spout (of course, you'll need your mate to do that while you check the line with soapy water). I take an old inner tube and cut out the valve stem with several inches of tube around it. Then clamp the valve stem onto the fuel tank fill spout with a hose clamp. Then pressurize the tank with air. Don't put more than 1 or 2 psi pressure. Usually just enough to make the rubber around the valve stem bulge is sufficient to push air through the leaking fitting/line and make a bubble in your soapy water.
The key is to carefully and thoroughly eliminate the possible leaks by checking every part of the fuel supply system.
Good luck