Common complaint. Apparently (I haven't got the tools to try it yet), if you change the light controller config to say that you have white gauge faces the gauge backlighting is on even with the headlights off. I've seen it said that the needle is still not illuminated though, so perhaps there is another code change hidden in there for that.
By the way, nice looking Cayman. But I may be biased...
By the way, nice looking Cayman. But I may be biased...