The bulbs are LEDs so it would be unusual for them to burn out. I've noticed that my Z is a bit tempermental with how far the gas nozzle is inserted into the car when filling up. This is mainly an issue at the START of filling though, not the end. If you put the nozzle all the way in (hubbed), it will immediately 'pop' back to off when you start filling. You have to pull it back out a hair before it will fill continuously.
I suppose I'd first try to top things off...once the gas pump stops, withdraw the handle a bit and try putting in another half-gallon or so. If that doesn't light up the final light (far right) then you should just take it to the dealer.
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