There is an injector seal kit which should contain these little plastic caps. It's made by Bosch, and can be bought from a Volvo dealer; Volvo P/N: 1346393.

I have replaced these before, but I didn't buy the kits fro Volvo, but from diyautoparts.com. You can go to that site and plug in year/make/model info, then look in Engine->Fuel Injection, and find the seal kit. They have a nice picture of the parts. I remember the little yellow caps, but I couldn't remember if they were included in the kit or not. It looks like they are.

I also seem to recall that it contains an extra part or two per kit. I don't think the grey plastic ring applies to the Volvo injector configuration.

You'll need one kit per injector @ ~$6 ea.

You'll also one 'pancake washer per injector. These go between the upper end of the injector and the c-bore in the fuel rail. You MUST have these or you'll have leaks and have to take the thing off again. Another ~$1.50 ea.

You might as well also get the sealing rings that go in the c-bores on the intake manif. There are different versions show w/ & w/out EGR.

You should also get the sealing o-rings for the fuel pressure pipes at the fuel rail. I think there are just two of these; one for supply & one for return.