If your data are in A1 and down, try this:
Sub x()

Dim r As Range, v, i As Long, s As String

For Each r In Range("A1", Range("A" & Rows.Count).End(xlUp))
    v = Split(r, ",")
    For i = LBound(v) To UBound(v)
        s = s & ", " & "Gage_" & v(i)
    Next i
    r = Mid(s, 3)
    s = ""
Next r

End Sub