As the oil heats up it becomes less viscous and flows easier so you would expect the pressure to fall a bit.
My car doesn't have the gauge just the warning light but it has 2 oil pressure switches, the low pressure and the high pressure. i had a problem where the oil pressure light and buzzer would come on and I checked both senders and they both seemed to be fine. i replaced the high but no change, so eventually i bought a manual oil pressure gauge that connects into where the senders are screwed in. Ran the engine and the oil pressures are all with in spec so it most be a problem with the gauges. in the short term i disconnected the buzzer and light and now I check the oil pressure manually everytime i change the oil