I have a regulator at my air filter set up on the wall.

used a gauge regulator at the gun also.

the pressure reading and drop when used reads the same at the wall and at the gun, so am I safe removing the gauge regulator at the gun? do you experts always use the gun gauge?

I use regulators on each gun, preset for the type of paint used in that gun. That saves me a lot of time setting up each time - something that is important if you're doing 3 or more jobs a day. The gauges also mean that you can do instant, on-the-fly fine tuning.

However, the gauges introduce another restriction on the movement of the air and need much higher pressures at the wall. Before setting up each gun with its own gauge I used to set each gun up without the gauge and this is, of course, much more comfortable to hold all day without the extra weight and balancing effect of the gauge. Now that I've sold the shop I'm not doing the same number of jobs per day and have pretty much decided to go through the process of setting up again and running without a gauge at the gun inlet. I used to have a chart attached to the wall detailing each gun and each setup, so one entry for each size and each aircap for each of nearly 20 guns which works out to be 60+ variables. Then I'd just set the wall regulator to the corresponding pressure for the gun/aircap/nozzle I was using and fine tune as necessary for temperature and paint viscosity.

If you're at home and only have one, or maybe two guns then this is all a lot easier but it does mean that you have to spend the time spraying out onto paper to get the perfect spray pattern and note the pressure that that happens at. Like everything else in this game, the best results come after having invested time and effort in preparation.

I use this home made gage at the gun and adjust at the compressor.
I remove it when painting.