This. Especially with how cheap they are, they're always handy. It's been a while since I've researched, but, last I knew, it seemed that the ~20-$40 bluetooth dongles that synched with your phone were some of the best options as far as capabilities.
You could set it up, pull up the oil pressure display, hold your phone next to your gauge cluster and start the engine. If the gauge shows "0" but the PCM is reporting normal pressure, then you've found your problem.
*EDIT* I think the "Torque" app is what the cool kids are using these days.
^^ THIS. Don't look at codes, look at live data. There should be lots to see, like engine coolant temp, oil pressure, etc.
Torque Pro ($4.95 on Google Play) is the way to go with the OBD dongles.
EDIT: Torque Lite might even show oil pressure, it's free on Google Play.