you gotta be really careful with this sort of problem on a new motor. The first few minutes of running are really important for the rings bedding in, and if it is pumping fuel but not firing you can get "fuel-wash" which will glaze the bores and make it very hard for the rings to bed in correctly.
yes the standard setup has a non-return valve in the tank, but if you don't have it now you might just need to crank it a second or 2 longer. I've run without the valve for years.
I'm assuming from your post above that everything is OK now once it is started? get that motor run in, nice and hard, asap!
a mechanical fuel pressure guage is under $50 - grab one and put it into the pressure line - it will tell you sooo much with so little stuffing around.