Presumably it's fine to have steps?
The gauge won't respond very quickly, so some glitches will be tolerated.
I'd connect five resistors in series and bypass four of them with relays to make a digitally controllable resistor. The resistors are connected in series with relay contacts in parallel with each, except for the 39R. 4-bit will give 16 steps, which is probably enough. 39R, 12R, 33R 56R and 100R, will give 39 to 240R in roughly 12R steps. Want more steps? 6-bit will give 64, use 39R, 2R2, 5R6, 10R, 27R, 56R and 100R.