If your test light isn't incandescent like the dash bulbs, then all bets are off... unlike incandescent, i think a lot of LED devices have a pretty narrow voltage range that could cause them to change brightness and otherwise they're just on or off.
I don't know that much about after market gauges... but my afr gauge dimmer wire just connected to the headlight wire and used that signal to tell it's little internal brain to turn down the illumination.