Olá, Marcelo

Dá pra fazer loop pelos OLEObjects ou pelos Shapes pra isso. Exemplo:

Sub ListarControles()
  Dim oleCtl As OLEObject
  For Each oleCtl In Planilha1.OLEObjects
    Select Case TypeName(oleCtl.Object)
      Case "CommandButton"
        With Planilha1.[B1].End(xlDown).Offset(1, 0)
          .Value = oleCtl.Name
          .Offset(0, 1).Value = oleCtl.Object.Caption
        End With
      Case "CheckBox"
        With Planilha1.[D1].End(xlDown).Offset(1, 0)
          .Value = oleCtl.Name
          .Offset(0, 1).Value = oleCtl.Object.Caption
        End With
    End Select
  Next oleCtl
End Sub

Obrigado Edson
Era justamente isso que necessitava
Grato,
Marcelo Adriano