Many folks have said there is a lag between actual oil pressure and what the gauge says but I know what you're saying, I also hear a difference in engine noise when the gauge comes up. Not sure how long it takes but my oil filter also siphons back. Makes me think it's a waste of time to prefill a new filter after a change, but I still do. Wonder if a vacuum breaker installed on the port on top of the filter housing would stop the siphon? They are used in boiler systems, can defiantly handle the heat, are small enough and cheap, under $10. Another alternative is an accumulator tank connected to the same location with a solenoid valve that is open when the key is on, off when off. These tanks are similar to well tanks with a pressurized rubber blatter inside. It would store a couple of quarts of pressured oil while the engine is running and shut down then release it to prelube when the key is turned on but without starting the engine. Disadvantage may be that you have two extra quarts in the system when the key is on till the tank refills.
Cranking the engine with the fuel shut down so it won't start isn't a viable option, it's just the same as running it with no lubrication, it just turns slower and takes longer to lube than just starting it.