While driving my truck, the engine stopped dead, like it ran out of gas. I used a by-pass wire to go around the EFI and Circuit open relay, the truck ran fine. I noticed a ground wire leading from the injector rail was hot and had melted. Replaced ground wires from battery, and the truck runs fine, BUT the EFI relay in the fuse box gets very hot to the touch. The wire that had issues seems fine now. Do I need a new relay? Will this issue happen again?
You need to make sure the relay is the correct one for that circuit. There are several relays in the fuse/relay panel and while they can be moved to another circuit, they may not have the amperage capacity to handle the load, and they will overheat and fail. For instance the headlight relay is the same configuration, and it will plug into the EFI relay spot, but the amp rating is lower on the headlight relay than the EFI or main relay, and can cause the relay to overheat. Someone may have swapped the relays around trying to check a couple of circuits and put them back in the wrong space.
Relays in active use will always get hot. They are an electromagnetic coil, and so will generate heat while electricity is flowing through the relay. As long as the current doesn't exceed the capabilities of the relay, then it should be fine.