Assuming your allergy is specifically to latex, have a look through the pet stores for suitably shaped vinyl dog toys which can be strung on a strap, or used to replace the latex plug or ball on a store-bought gag.

The only potential problem here is staying serious while being gagged with a vinyl hambone, smiley-ball or something equally silly

My femsub has a similar irritant reaction to latex dildoes, so I've learnt to look at these vinyl shapes with a very imaginative eye!