if you mean just the line then try some plumbers tape ptf. Otherwise get hold of a longer piece of rubber pipe so it can be wedged tight against the surrounding plastics.
To get the diesel out of the well use a kitchen cleaner spray trigger and dip the tube into the well and spray fuel into a jar.
Get yourself a new kit they are not too expensive and easy to do
I found this. Its possible you have a blockage that would cause your problem. If you can take off the pipes and check they are not partially blocked which would cause a build up of pressure to blow the pipe off. Injector Return Lines Blowing Off - TDIClub Forums
from reading your post, I think you mean the plastic insert that the little pipe goes on is popping out.
I've got the 1.6 tdci and the return pipes fit on the top, so slightly different to yours.
I did find though, that the plastic insert sometimes needed a slight tap to seat properly and sort of clip in snug, then the 'R' clip holds it in.
Check with a pin or a dart, something with a point, that there isn't a bit of the old insert still in there stopping it from seating properly. It would only take a tiny slither of debris to cause a problem.
If Bob is right about you meaning the plastic connector then it is very likely that a bit of debris is stopping it seating properly. It has just reminded me when I did mine the single leak off connector would not quite click in with the same snap the rest did and it did pop off after a few miles. Turned out to be a bit of the old connector had snapped inside the hole like a fine washer stopping the new one fully seating. A quick little turn with a small fine screw fished it and and been fine since.