if its the gauge from halfords, youll have the following wires on the gauge:
RED - battery +
Yellow - Lighting 12v
Black - Earth
then 3 poles on the back of the gauge
+ :Battery +
- :Earth
S :To the
G pole on the sender
The sender unit itself has 2 poles on the top
G - Goes to S on the back of the gauge
WK - Goes to earth
You can either buy and adapter to convert the thread in the oil filter housing to 1/8 27NPT thread from what i believe will be an M10x1 thread, or you can buy a tap and tap the hole out to a 1/8 27NPT thread.
All the feeds for power can be taken from the back of the lighting switch, and then just ground the gauge to a part of the chassis...
Simples
EDIT:
http://www.seatcupra.net/forums/showthread.php?t=100433&highlight=oil+pressure+gauge+wiring
That could
help with finding the right wires on the back of the lighht plug