I have never bled an engine oil pressure gauge,, bled hydraulic brakes yes, the pressure in a hydraulic brake line is 0 to maybe 1000 psi, the compressibility of trapped air will make a difference in system effectiveness. The pressure in a mechanical engine oil pressure line is maybe 0 to 70 psi,, you will not see the impact of trapped air. Other than bubbles in the plastic line,,, if that bothers you,, bled the bubbles out, but that will not affect the gauge.