For the record, your fuel pressure should
not drop
at all for several minutes,
at least, after you turn the key off.
If it does drop faster than that,
you have a problem, and it's going to make the pump work harder than it should, which will shorten it's life span considerably.
Also, yes, your regulator should hold vacuum. If it doesn't, you will have a vacuum leak when running.
Take care,
~Chris