What type of gauges are they? If they're more than 1 psi off from each other, time to get rid of them and get a more reliable gauge. Used to use one of the milton pencil style no frills gauges at the shop, everyone did. They come in various ranges, mine was 20-120psi. All our gauges read the same unless there was human error involved. If I checked the pressure on a tire and 2 other guys came behind me and checked with their gauges, we all got the same reading. You can find them online or at local parts stores for under $10.
That would frustrate me too and leave me with little to no faith in the gauge. Yes it needs to be accurate (within reason, it's not a precision tool like a micrometer). More than that, it needs to be consistent. We never had any way to really 'calibrate' or check them at the shop, if we were unsure we'd compare to everyone else's. If they all read 25psi and one read 22, it hit the garbage bin because obviously there was something wrong with it.