Blood glucose testing machines only care that you give it blood from your finger. It has not care in the world when it comes to how you extracted that blood. You could use the pricker that came with the machine, a pricker from another machine, a lancet without a pricker, a knife ...
The Gauge of the lancets (e.g. 20G or 30G) indicates the thickness of the lancets.
https://www.laktate.com/en/lancet-size/