Yeah I only let them out with my supervision and when they go back into the cage I close the door and start getting ready for work. I have had four out at a time, and it was a bit challenging because they do tend to spread out. But after a while I got used to it. They all have their own personality and so they eventually became easier to predict...I.e. Clare runs on the back of the couch, Guen would always scavenge the floor, Gimli likes to try to run into the dining room, etc.
If you ever considered getting a tent for playtime, that is one way to make it easier to keep track of them. When I used to use a tent with my pair, they would play until they were tired, then they would climb back into their pouch, which I would keep inside my shirt. I liked that because it was so cute to have them crawl into my shirt and snuggle up! Just another idea.