If you're sure the fuel pressure gauge is working and you're still not getting any pressure, then it sounds to me like a pump would be a logical next step. One last thing that might be worth a shot though would be to add 5 gallons of fuel to the tank. It's possible that the "shower head" (strainer) fell off the end of the pickup tube inside the fuel tank and you're just sucking air. I would recommend switching tanks, but I don't think you have dual tanks on an E series van do you? Throwing an extra $20 in fuel into it is a cheap test anyway.
If you do end up changing the pump, you will need either a 1 1/4" socket or wrench to get the banjo bolt out of the back of the pump. The pump can be removed with the turbo in place, or at least it can be on a pickup. I can't say for sure what it's like on a van.
"Just a redneck geek"
1997 F-350 7.3 PSD, 4x4, CCLB SRW, 3.55's, ZF5
If it isn't under warranty, I'll fix it myself.