Hmm, What you did is pretty much what I did.
My thoughts were this though (tell me if I'm understanding it wrong) Walbro would have never run such thin wire to the pump itself if they thought it would be a massive problem or that it couldn't handle it. Hell, they have 16 gauge from the pump to the plug it comes with. I have read at full tilt on E85 the pump will draw 19A (not sure if thats correct though). I selected 25A automotive power wire, relay and a 30A fuse.