No, the Mk4 Denso pump is NOT the same as the Walbro. It's better, and it connects up just like OEM.
Don't set fp with vacuum on, because then it will vary with cold/warm idle, and whatever RPM your ECU thinks that it needs at that time. Always set with the line off, then you get more consistent results. (That said, it may well work perfectly for YOU, but it becomes a useless number for comparison to another car in a different location.)
I keep saying it, but wideband is not needed for just the Lex/550 upgrade. Certainly a run on a dyno with a wideband connected is a good idea, and it will let you know if there's something wrong, but with just the Lex/550s in place, there's nothing that you can do about it. With an AFPR, you can make some gross adjustments to open loop, but stock trim is still safe.
As soon as you start tuning, and using something to adjust your AFRs, then a wideband is needed, but not until.
With an upgraded fuel pump, an AFPR is a good idea, but you can also just remove the restriction from the "J" tube and use the stock FPR. It can still do the job just fine, but the restriction may make for higher fuel pressure than you really want at low load.
