Do you have anything else (i.e. aftermarket) connected to the illumination circuit or just the existing factory stuff and the gauges?
You could take off the gauge pod cover and look in there to see if anything is wrong, otherwise it's going to be difficult to trace. One possibility is the illumination control module is bad but not sure how you'd test that easily. If you don't have any aftermarket wiring and it's still under warranty (3/36 or extended) have the dealer fix it.