When I first started my new engine I ran a mechanical guage along with the rally guage. Readings were similar to the OP's experience. But boy was the ralley guage slow. The mech guage would show some pressure during cranking and jump right up as soon as the engine fired. It seemed like the rally guage took 5 minutes to catch up. I don't know if they all do or if my new parts store sender is just slow?