Ok, let me outline this since I can't find any of the previous places I've mentioned it.
Basic premise is the dealer would tell you that your entire gauge cluster is bad. Here'* what I have found.
Joining BC my car did the exact same thing you are experiencing. I found the techinfo article to take out the cluster and pull it apart to check for bad connections http://www.bonnevilleclub.com/techinfo/?article=56
From there I pulled my cluster out. Noting you do not need to drop your steering column, and do not take the black screws out of the cluster when the article talks about taking out the gold and black screws. I cleaned and reassembled to no avail.
Then I bought a cluster off ebay. Oops it was a 93 not a 95, barely a difference. I tried it and everything worked great. Then I disassembled it and took out the small circuit board that pushs onto the pins for the three gauges (oil press, water temp and boost). Put that circuit board into my 95 dash and now my gauges are good. One of the small things on that little board were bad....who knows which microscope item it was. I did the swap because I wanted to keep my mileage.
Here is a pic of the cluster in pieces
the little board I am talking about is still on the cluster over on the far left. Replace only that piece or the entire cluster and you will have the problem fixed. I paid $35 on ebay for the 93 cluster.