There are many ways to control personally owned gages. A few (not all inclusive) include:
1. Don't allow personally owned gages
2. Require personally owned gages to be calibrated the same as company owned gages. Issue ID #'s.
I would recommend a clear policy. Depending on what compliance you must adhere to (i.e.: FDA, FAA, ISO9000, etc.) there is the distinct possibility for trouble. An auditor could reasonably ask for an explanation of how you know those un-calibrated, personally owned gages can not be used for product measurements.
If the capability is there, one easy answer might be to require personally owned gages to be calibrated and keep records.
Another avenue could include something in policy or procedures that documents what gage is used in any product tests/measurements.
I won't suggest dis-allowing them, as I don't know your parameters. In many machine shops, machinists like using their own gages.
Bottom line, most companies that have compliance requirements have some measure defined to assure only properly calibrated gages are used where it matters to products.
That;s my two cents. Hope it is of some help.