The statements above are true for most Smiths/Jaeger gauges.
If the gauges have never been apart before you may need to apply a small bit of penetrating oil to the joint between the chrome bezel and the gauge cup/housing. There are some seals in there that were probably once rubber. Over the years these disintegrate or morph into a glue that locks everything together. Though not encouraged, you can also pry up the bayonet tabs on the bezel SLIGHTLY. All you want to do is relieve a little bit of the force. Rubber grippers like you use to open jars in the kitchen can be helpful as can a strap wrench or two.
When you put the cleaned parts back together, you'll need to replace that disintegrated rubber seal. I typically use a length of o-ring cord with a little bit of oil on it. Very small tubing can also be made to work.