If you're setting the pressure with the keg hooked up then you'll get some creep upward. Try this with no pressure on the keg, turn the shutoff valve off or take the gas line off if you don't have a shutoff. Set the regulator to the pressure you want then turn the valve on or put the gas line back on the keg. You'll see the gauge drop and it will take a while for it to get back to the setting you had.
If it still goes above your setting then I'd start questioning the regulator
When you shake your keg it's dissolving CO2 into the beer and more is flowing into the headspace, that's why your pressure gauge drops.
Depending on your temperature you may have a highly carbonated beer at 20psi