yes you can.
You will need a T piece off where the oil pressure sensor is. I got mine from Croytec. I bought a set of VDO gauges from a 1996 Audi 80 as they are almost an exact match to my 300tdi (1996) with exception to the red needles. the gauges included oil temp and oil pressure and voltmeter, picked them up for £50.
The sensors screw into the T piece and then plug into the back of the gauge. not wired mine up yet, its on the to do list.
G