Fortunately I'm not building a loco, so I can ignore the exhortations of our resident expert. 
Thanks for the gear cutter links and ideas. PPThornton list cutters down to 0.1mod, but I'm pretty sure they're all cycloidal form, for use in clocks.
I hadn't considered using the innards of a commercial gauge; I guess the issue might be finding one that is small enough?
I had considered using watch parts for the gears and hands, or even old aircraft instrument parts. The problem is not only finding what I need, but two sets of same. There are jumbo packs of watch parts available but what you get is what you get, not necessarily what you need.
There's another possible issue. In order to get high angular 'gain' through the gear train the pinion needs very few teeth, probably 8 or 10. In theory, even for 20°PA, that means undercut teeth, so you lose the conjugate action for part of each tooth engagement. The problem can be cured by using a different PA, say 30°. But for that one would have to make cutters.
Being a paid up member of the awkward squad part of the fun is to see if I can design the gears, make the small cutters and then cut the gears so that they mesh smoothly with minimal backlash. 
Andrew