You can buy a small cheap little PSI gauge from Topeak, it fits in my saddle bag.
I also use and like the Lezyne pump, but since you have one of those you can get a inline pen hose gauge from Lezyne, which I don't think will be all the accurate since it's a ball float type of gauge, anyway you remove your old hose and replace it with the new one. I prefer the separate gauge because I transfer between several bikes, while one is the Lezyne, the 2nd one is a Topeak and the other is a Zefal frame pump, none of which have gauges so having one gauge I move around fits me the best.