I'm thinking what Ron said, but I have a little trick that helped me on one particular light - (in case it helps anyone searching on this later). I took my truck for Maine inspection. It failed for in-op check engine light (CEL) & a P1401 code that I wasn't aware of due to no CEL. I replaced all the dash illumination bulbs since 2 were out, and the CEL bulb which WAS in fact burned out. I bent the little socket "sweeps" a little since the connections to the PCB looked a little iffy & put it all back together. Good news, the bulb worked. Bad news, fluctuating Maine temps made the light intermittent which I confirmed by driving sometimes with the heat on & sometimes with it off. I took the gauge & CEL bulb out again, but this time I cut a little circle out of thick card stock, cut a smaller circle in the middle (like a donut), inserted the donut under the PCB around the socket receptacle & reinstalled the socket. That extra pressure worked like a charm!
Todd
p.s. - I went to a yard & replaced the DPFE with a used OEM. Fixed the CEL issue & truck is driving better than ever! Passed inspection...but CEL came back on on the way home. Oh well...She's good for a year anyway & still drives so much better!