There might be some Air trapped in the Gauge, how to get it out is another thing.

 

Not familiar with fuel rail pressure gauges, but I work in the chemical processing field and we always use liquid filled gauges for pressure measurement. If they're not liquid filled they do what you're describing. Usually they are filled with glycerin. It might even be possible to fill your existing gauge.

 

I put on the gauge from LR a few hours ago. rocky steady. no dithering. Put in an adjustable FPR and turned up the pressre a bit and now can get back to a dyno.