I would have just stuck with the mechanical fuel system, but if I was installing an electric fuel pump I would have it powered constantly with ignition "on" and have a kill switch mounted in the cab for when I was doing something that required the ignition to be on with the engine off.
I suppose you could hot wire the fuel pump directly to see if pumping fuel prior to starting solves your starting issue before changing any of your current setup.
FWIW I also have my glow plugs on a switch in the cab that breaks the PCM ground signal, for when the glow plugs aren't really necessary and when the truck has started to kill power to the glow plugs to save wear and tear on the plugs, wires, etc.