Huh. I was under the assumption that the Gym Battles were designated as Boss battles, which meant you couldn't have Gastly possess something of Roxanne's. I know that you can possess Leaf's Bulbasaur during the second battle near Viridian (did not possess Bulbasaur in her room because why would I want to pass up the chance to mess with her~?) but I guess it was kind of hard to gauge.