Why is my fuel pressure gauge shacking?

I have a large hole in my hood :)

People mount them on the hood, on the cowl, or inside the car using a gauge isolator (you don't want a mechanical fuel pressure gauge inside the car for safety). If the gauge is on the regulator, some people mount the regulator on the inner fender.

Have you tried moving the gauge off the engine to see what it does? If it is engine vibration, then the cheapest thing would probably be to buy another small liquid filled one.