That has nothing to do with any check valve, but you have air in the system that needs to be removed.now bleeds too much and have to pump brakes every time.
Each caliper bleed screw must be @ the highest point of the caliper mounting.
If they are not, air can't be fully bled from the piston cylinder so the caliper needs to be partially or fully unbolted so that bleeding can be done properly.
A piece of metal plate/wood about the thickness of the rotor needs to be inserted between the brake pads when you are doing this operation.
Once done re-bolt to the caliper mounting plate