If you don't smell gas then there are 3 places for pressure to leak out on a '95
1. Fuel Pressure Regulator(FPR), it is on the top of lower intake, passenger side front.
It will have the Return Fuel line connected and a vacuum hose.
It has a diaphragm inside with a spring to hold it closed when engine is off.
Spring could be weak or diaphragm is leaking fuel and it is going back to the gas tank.
2. Fuel pump check valve, this is part of the fuel pump, basically just a flap that is pushed open when fuel pump is on and then closes when pump is off to hold pressure in the system.
3. A Fuel injector can't close all the way so leak fuel into intake when engine is off, you should notice drop in MPG with this, and/or blackish smoke when you start engine after it sits for 30minutes, longer than that and most of the fuel would evaporate.
You could run some Seafoam or similar injector cleaner in the gas tank to clean out any debris.
If you are careful you can clamp return fuel line, don't crush it, just clamp it after you shut it off the engine.
See if pressure holds
If so replace FPR
If it still drops then most likely fuel pump needs to be changed.
For the time being turn on the key 3 or 4 times before a cold start, that will cause the fuel pump to run 6 to 8 seconds, 2 seconds each time key is turned from off to on, that will build up the lost pressure so it will start easier.
There is a 4th place, which is the fuel line from the pump to the top of the gas tank, if it is leaking then fuel pressure would go down after shut off and fuel would just leak out of line and into the gas tank.