The gauge will have a bleeder/cap.

Pierce it so it's open to atmosphere.

A liquid gauge when warm will give the wrong reading if it's sealed! The pressure in the gauge will effect the reading as the liquid warms.

I've pierced mine, I get the same readings hot/cold.

Vac hose disconnected I would run between 36-40psi.

I'm still testing things out

(but 36psi is fine, just be sure you can check your AFRs!).
