My car does the same thing. It is only a problem if the fuel pressure drops to zero within seconds. The fuel can go 2 places. Past the injectors and into the cylinders, or by the regulator and back to the tank.
As far as key on, engine off fuel pressure, I would not worry too much about that. 30 psi with the engine running is normal and at WOT the pressure should rise to 38-40. You can also check WOT fuel pressure just disconnecting the vacuum line to the regulator while the engine is running.
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