How do you prime the oil pump?
It took mine a lot of cranking to make noticeable pressure when I put it together fresh. I back filled it and everything but figured I'd just watch the gauge real close the first time it fired and be ready to shut it down in a few seconds. My daily driver will keep the oil light lit for a second or two when I first start it even though I drive it all the time, so I think it just takes a bit of rpm.