Hey there!
Running into the exact same issue as you! Have a ton of users at home, most without VPN connectivity, and wanting to get them on CMG.
I tried adding the reg key values remotely, and then restarted the SMS Agent Host, but haven't seen them pop up yet unfortunately, after a couple days. Hoping there is some sort of command I can push to kickstart them to use the CMG.
One other thing I looked at was Bulk Registration Token, which is supposed to help bypass a lot of these things, but only on initial setup from what it seems, and it's only applicable to V 2002.
Good luck, I'll be following to see if you find any other solutions!