If the dealer has confirmed that the pressure is okay, then I wouldn't give it a second thought. Very rarely do cars have an oil pressure gauge, and for the most part they're useless as either you have oil pressure or you don't: It doesn't tend to drop off or give you enough warning to do anything about it. One minute fine, next minute engine kaput.
As irritating as it may be that your gauge doesn't particularly seem to be working as you expect, I genuinely wouldn't spend anymore money on chasing it. It's not a massively accurate thing in the first place, and if you're that bothered about it then I'd swap it out for a decent aftermarket unit instead.
That's not to say it wouldn't do my head in as well, as it really would, but sometimes you just need to call it a day