Any chance the wire from the sensor to the gauge is grounding out someplace? Have you pulled the pigtail off and checked the resistance between the connector and the gauge to see if it flutters around when you start up (or otherwise move the wire around)? Could be as simple (and pain in the butt) as your wires chafing up against something. Hopefully the gauge didn't go bad on you - they're kind of a pain to remove.
By the way, all the gauges share the same power supply, so the likelihood that the power to the gauge is bad is pretty low - you'd be seeing all kinds of crazy behavior on all the gauges if it was. If the resistance between the connector and the gauge looks fine, the next place I'd look is the ground to the gauge.
Edit: One other thing to make your life a bit easier in troubleshooting this - the wire that sends the signal to the gauge is the Violet/Yellow one (plug B on the connector, I think).