Thanks for your input.
Yeah... I was thinking a copper ring gasket, but I don't have anything in my kit that will fit. If it's an oil pressure sensor I would think there needs to be a very tight fit.
MY LESSON... is that when I was removing all these sensors and plugs, I should have documented if they had gaskets and what kind, AND photographed or video recorded these parts on the engine!! I screwed up on that!
After looking at this: http://www.lceperformance.com/22RE-3VZ-OE-Oil-Pressure-Gauge-Sender-1985-1992-SR-p/1067005.htm
I don't think it does get any kind of seal/gasket. If it did then they would include it with the gauge just like they do everything else. I also couldn't find anything with a quick google search.
I did find this thread: http://board.marlincrawler.com/index.php?topic=91179.0
BigMike would have mentioned the possibility of a bad o-ring/gasket when troubleshooting for the guy if there was one. You'll notice he did not.