Hi MattF,
If I read your post correctly then you already have the non-return valve, or at least the housing for it. The fitting that screws into the bottom of the oil pump tube in the tank contains the one way valve (circled in red in the marked up version of your picture). The non-return, one way, or check valve is a small steel disc with a very light spring to hold it on its seat.
You can check to see if the return valve is in place without having to pull the fitting apart by possibly using a piece of wire or other means (you should not be able to see daylight through the fitting as the small disc will be in the way).
If you do need to access where the one way valve is (i.e. it is stuck / missing or damaged etc) then to you need to unscrew the brass "cap" from the body of the fitting. You don't necessarily have to take off the leather cup washer but it will make observing the ends of the threads easier (just undo the brass nut which holds the leather washer on and take the washer and leather cup washer off). I use a steel rule which fits the slot in cap snugly to undo the cap (I have used a screw driver in the past but have badly damaged the slot - so be careful as the brass can be soft or brittle) Some heat to the body of the fitting may help. The cap is usually quite a tight fit and care is required to remove it without damage).
(If the valve parts are in place and works ok, then I would probably not pull it apart unless necessary i.e. its full of debri etc and difficult to clean out - as there is some likelihood of damaging the cap trying to unscrew it. Then again yours may come apart easily! :-) )
Once apart you can inspect the valve parts that are there. The LDMCC used to have the discs and springs but not sure that is still the case and you would have to contact them. The parts are relatively easy to make if one had to.
There are quite a few posts on this subject on the forum and a quick search for "Oil Pump" should turn up a few. If you need any more info or pictures of what's inside the fitting or dimensions for making replacement parts for the one way valve, please let me know.
Cheers
Hutch