Defi Oil pressure is so annoying as when the car is on acc there is obviously no oil pressure so the alarm sounds. They aren't wired incorrectly, the power for all the gauges comes from the same place, the control unit.
You can just change the "acc" wire to an "ign" circuit. Thing is most people just wire it up to where the clock goes as it's nice and easy as all four wires are sitting there, only catch is it's then wired to PWR, ACC, LIGHTS and GROUND.
Shouldn't be to hard of a job to do if you have a circuit tester and some patience to find the right wire to tap in to. Otherwise take it to an auto electrician, should only be a 1 hour job and best.
Wiring diagram can be found here. Page 80
http://www.defi-shop.com/product/images ... 06064e.pdf