Welcome to JustAnswer.com! My name is DriveFast71(Ron) and I will do my best to answer all of your questions completely and accurately.
On this vehicle, the "Tighten Fuel Cap" is just a "general" warning light that there is a problem in the EVAP (emissions) system. The Check Engine light will hold the answers to what you are looking for. There are literally dozens of parts/sensors in the EVAP system that when faulty, will set both of these lights. You will need to have the "p-codes" read from the on-board computer. Once you have these p-codes you can more accurately and efficiently diagnose the problem and see which part/sensor (or possibly even a broken vacuum line!) is at fault and then make the repair. You can have these p-codes read for FREE at any local "big chain" parts stores (ie. AutoZone). If you need more help with the diagnosis of the problem, you can bring those p-codes here and any of our Techs can walk you through the diagnosis and even the repair procedure.
Ok- so you have a P0455?
ok- the description "gross leak" is consistant with a P0455. Make sure you double check, but if it's P0455, P0442, P0446 or P0449 then there is a Technical Service Bulletin issued by GM that states that the EVAP canister vent solenoid is the root of the problem and they have made an "updated" version of the solenoid, along with a "kit" that re-positions this solenoid. The kit number is: 2004-2007 Model Year (Use Service Kit P/N 19152349). There will be directions included in the kit that will show you how to re-position it.