Potential leak if it's not screwed in enough. Pretty sure all the threads don't have to go in. Be sure to use blue locktite. Screen filter prevents potential debris from getting in the marker but it can function with out one. If you have it use it, though.
As another option to using loctite, you can use teflon tape (plumber's tape) on the threading to prevent leaks. The gauge does not have to be threaded all the way in, but must be threaded enough to where it cannot unscrew itself or be a potential hazard of removing itself from the trigger frame.