Does anybody know of a company that makes a boost gauge that fit in the a/c vents in the '03 s40?

There is not going to be one that fits exactly into it.

But look into an Autometer boost/vac gauge.

Buy it from http://www.egauges.com

Good prices there.

I would measure the vent and then buy one accordingly that you may have to fabricate something a little custom for it to fit nicely and look like it should be there.