There shouldn't be any pressure in the cylinders after the compressor shuts off. If it's leaking back through, it means your unloader valve is not working. I had to replace that valve on my compressor shortly after I bought it. This was the one that fit mine...
I realize this is several years out of date, but perhaps this info will help others with a Jacuzzi compressor. I've attached some pages from a brochure I recently came by about Jacuzzi compressors. This appears to be for splash oiled models. I think the one I have has a pressurized oil system...