if you run a long capillary tube to the gauge, i can't see the gas being that hot anyway
another way might be to have a capillary leading to a liquid and then another capillary from the liquid to the gauge. it would take a while to heat that liquid, but the pressure would be transmitted through it.
what do you want to measure? pressure difference across the turbo, across the turbo and exhaust, or just of the exhaust system after the turbo?