That gauge screws into a tube inside the air tube (lets call it the gauge block). That inside tube has two o-rings (one on each end). Chances are that the threaded end of the gauge is nice and solid in that gage block and its one of the o-rings leaking.
Remove end cap (filling end)
unscrew the gauge
With a long hooked tool (made mine from a BBQ! Skewer), hook out the gauge block.
Change the o-rings on the gauge block and reinsert.
Reinstall the gauge
Reinstall the end cap (and may as well change the o-ring while its out).
Come to think of it...sending it to Crosman might be the better way.
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