Are these solely to hook up a pressure gauge? Mine were somewhat loose on my '06 CTTS. Like o-ring loose. I turned 1/8 turn and snugged them up.

 

Pressure relief caps....

 

What are they used for?

 

Used for hooking up a gauge, or releasing fuel pressure if you need to remove the fuel rail.
If the caps were loose, it's nothing to worry about. If the valves under the caps were loose, you will have some fuel leakage.