I have no problem taking these scripts home with me or bringing from one employer to another.
It is true that they were written on company time. On the other hand, the time I spending learning for my various MCP exams, which helped me write these scripts was done on my own time and I see it as a win-win for both me and the company.
Usually no one does, and certainly they want you to bring those when you come to the employer. However, I'd get permission or at least let the boss know. Never had an issue with this.