I drilled the sender and used a threaded tube with a nut and gasket on each side for the return on a 3/8 pickup tube sender that didn't have a return provision.
Table lamp parts actually, and it's been that way for thousands of trouble free miles.
Did your sender already have the return? Looking at my sender with no return I can't see enough room for a tube with nuts. It's the original unit, maybe new ones have more room?