No. You are supposed to use the money he gives you for the gas you need driving as ans courier. He expects to give you too much and return the rest that is why he wants the check from the gas station.
When you continuously use up the exact amount of gas money that he gives you it is very suspicious that you do some shenanigans to not give him any money back. As you obviously do. This makes it obvious to your boss that you are betraying him and he might react to this knowledge in some way or maybe he expects this as typical russian behavior.