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It could well be the high pressure sensor on the end of the fuel rail at fault ? It usually causes the problem you describe, especially as it's running on for a few seconds after switching off the ignition.
I seem to recall finding a link to a Peugeot owners forum many months ago that covered the diagnostic procedures to check and repair this fault, but cannot for the life of me find it for you.
You could try removing and cleaning the sensor with carb cleaner or similar first to see if it helps then if so, change it for a new one ?
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