Not real well.
Part of the return line is for cooling. cool fuel to the injectors, the pump is cooled by fuel moving through it. Without a return line there is some cooking fuel issues that can creep up on you.
Another is without a return line you will have excessive pressure on the return line. Figuring your plan is to loop the return back to the EFI pump and Tee in a supply from the mechanical pump at the same place. that will keep an extra 6PSI in the whole return line.
Now it should go together, run and drive the way you want it to. But vapro lock issues and other odd fuel delivery issues at possible random times can be expected as well. There are little gremlins like when the fuel pump taks a gulp of air, how is that purged from the system without a return line? In a carb it is purged via the fuel bowl. Typical EFI is is returned to the tank. Modern EFI they use baffles and chambers to keep the air bubble away from the pump. Your system it would have to pass through the injectors to get out.
With my last EFI I kept the stock selector valve but got away with a single return only to the main tank. It did require you to drive on the main tank first, when that went low switch to the aux. The return line would transfer the gas back to the main and partially fill it again. When the aux quickly went low, switch back to the partially filled main.