Quick&Dirty

Option Explicit

Sub Test()
'ACHTUNG Verweise ----------------------------------------
'Microsoft Visual Basic For Applications Extensibility 5.3
'---------------------------------------------------------
Const myClassType As String = "Forms.CommandButton.1"
Const myWidth As Single = 120
Const myHeight As Single = 24

Dim z As Integer, i As Integer, anz As Integer
Dim myTop, myLeft As Single
Dim oOle As OLEObject

   z = CountIt()
   If z > 0 Then myTop = NewTop(myHeight)
   
   On Error Resume Next
   anz = InputBox("Anzahl neuer Buttons : ", CStr(z) & " Buttons vorhanden ", 1)
   If Not IsNumeric(anz) Or anz = 0 Then Exit Sub
   On Error GoTo 0
   
   For i = 1 To anz
      Set oOle = ActiveSheet.OLEObjects.Add _
         (ClassType:=myClassType, _
         Left:=myLeft, Top:=myTop, Width:=myWidth, Height:=myHeight)
      
      If AddMacro(oOle.Name) = False Then oOle.Delete
      
      myTop = myTop + myHeight + 2
      myLeft = myLeft + myWidth + 10
   Next i
   

End Sub

Private Function CountIt() As Integer
Dim oOle As OLEObject
Dim i As Integer
For Each oOle In ActiveSheet.OLEObjects
   If oOle.progID = "Forms.CommandButton.1" Then i = i + 1
Next oOle
CountIt = i
End Function

Private Function NewTop(myHeight As Single)
Dim myTop As Single
Dim oOle As OLEObject
For Each oOle In ActiveSheet.OLEObjects
   If oOle.progID = "Forms.CommandButton.1" Then myTop = myTop + myHeight + 2
Next oOle
NewTop = myTop
End Function

Private Function AddMacro(myName As String) As Boolean
Const myLine1 As String = "Private Sub CBX_Click()"
Const myLine2 As String = "End Sub"

On Error GoTo fail:
'Sub CreateEventProcedure()
'http://www.cpearson.com/excel/vbe.aspx

        Dim VBProj As VBIDE.VBProject
        Dim VBComp As VBIDE.VBComponent
        Dim CodeMod As VBIDE.CodeModule
        Dim LineNum As Long
        Const DQUOTE = """" ' one " character

        Set VBProj = ActiveWorkbook.VBProject
        Set VBComp = VBProj.VBComponents(ActiveSheet.Name)
        Set CodeMod = VBComp.CodeModule
        'ThisWorkbook.VBProject.VBComponents(ActiveSheet.Name).Activate
        With CodeMod
            LineNum = .CreateEventProc("Click", myName)
            LineNum = LineNum + 1
            .InsertLines LineNum, "    MsgBox " & DQUOTE & myName & DQUOTE
        End With
        
'End Sub
fail:
If Err.Number = 0 Then AddMacro = True
End Function