Any use that's more than temporary has to address the fact that the tube or hose to the gauge contains pressurized oil. If it leaks, you lose your oil sooner or later; if it breaks, you have to shut the engine down immediately. Not to mention hot oil getting everywhere (and it can be as hot as the coolant).
Personally, I'm not convinced that an oil pressure gauge will do anything for you.
I hear you loud and clear on the "temporary" use of an oil pressure gauge. I haven't ordered one yet. I may just change the oil and put in OW-40 full synthetic and see what that does here in this cold climate. - 42 Celsius at the moment.
If you are driving from a heated garage to -20 or -30 or -40 (but wind chill doesn't count), then I can see the car idling poorly. When it's first started, it has a nice warm-ish engine and intake air. Drive it into the arctic air, and a huge slug of extra-cold air comes down the intake, which will reduce the fuel vapourization. So until the throttle body and intake warm up from engine heat, and/or the car's engine management adjusts, I can see the idling being messy. The engine is not really fully cold, but the intake tract will get real cold for a while, which calls for richer running.
I bought a cheap gauge that came with about 6 feet of a plastic tube and the fittings. plus the glowshift adapter.
I was chasing an oil pressure issue so I left it in the car until I figured it out, then took it out.
BTW, the other thing you can do, and this is what Saab has in teh WIS, is take the banjo bolt out of the tube from the turbo to the oil filter block, drill a hole in the end of it and tap in the fitting for the gauge. Saab calls out this special adapter in the WIS. I was always going to do this to see if it would work. if you have an extra banjo bolt this would work fine. Get an 1/8 NPT tap, drill the banjo, tap it and put the fitting in there.