Gasoline engines work the same way - but with a single, on demand pump that ramps up as the engine needs it.
i guess i never really thought about it being able to work that way. i assumed it would have to keep a reservoir available but i guess with the number of sensors providing feedback on a vehicle now you can probably meter and adjust fuel on the fly pretty easily. i'm not sure when they did away with the replaceable filter on the gas engines, but i'm thinking it was 04 or 05.
i also have an 01 gm with a diesel, and i admit i never gave a thought about the pressure and temperature difference between diesel and gas until you mentioned it. that truck only has the injector pump supplying the system and i guess there isn't much alternative to returning a lot of fuel with that system. i do have an electric lift pump, but all it does is move fuel from the rear tank to the front tank to keep them at an equal level. the fuel system only draws from the front tank.
i guess it should have been obvious about the heat issue, since that truck has a "fuel cooler" on it. the first time i heard that term tossed around i thought it sounded like the equivalent of muffler bearings, but no, it actually has a little radiator in front of the fuel tank to help cool the fuel. from the best i can tell the fuel is actually used as a coolant for the fuel injection electronics module too. tracing the lines, they appear to go right through it.