Centralized coded caching of popular contents is studied for users with heterogeneous distortion requirements, corresponding to diverse processing and display capabilities of mobile devices. Users' distortion requirements are assumed to be fixed and known, while their particular demands are revealed only after the placement phase. Modeling each file in the database as an independent and identically distributed Gaussian vector, the minimum delivery rate that can satisfy any demand combination within the corresponding distortion target is studied. The optimal delivery rate is characterized for the special case of two users and two files for any pair of distortion requirements. For the general setting with multiple users and files, a layered caching and delivery scheme, which exploits the successive refinability of Gaussian sources, is proposed. This scheme caches each content in multiple layers, and it is optimized by solving two subproblems: lossless caching of each layer with heterogeneous cache capacities, and allocation of available caches among layers. The delivery rate minimization problem for each layer is solved numerically, while two schemes, called the proportional cache allocation (PCA) and ordered cache allocation (OCA), are proposed for cache allocation. These schemes are compared with each other and the cut-set bound through numerical simulations.