it could also be the stop solenoid failing ...
i've had this problem twice on BX diesels with the XUD engine, the stop solenoid is located on the injector pump, inside it is a little plunger and spring..
the plunger is faced with a rubber type material that presses down to cut the fuel when the ignition is switched off, i've had that rubber chip a couple of times thus allowing fuel to keep flowing ....
these plungers are expensive from the dealers as you have to buy the complete solenoid (£80 from rover) so get yourself round the breakers, should cost no more than a fiver for a complete solenoid ...
there may be more than one solenoid as pug use more than one injector pump so make sure you know what yours looks like so you get the correct one, even the plungers vary from pump to pump
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