In practical terms, you cannot calibrate or more accurately stated, certify to a size or tolerance, gage (jo) blocks at home. Calibration labs are equipped with clean rooms and environmental controls to keep their high precision measuring equipment as accurate as possible. Gage are manufactured to precise requirements, and graded according to where they actually measure. There are various classes of gage blocks, pins and angle blocks. In the QC lab, you buy the grade required to insure that your in house instruments meet their respective accuracy requirements. Many people use the terms "calibrate" and "verify" or "certify" interchangeably. They are different, really. To calibrate an instrument really means to adjust the instrument to meet a specified degree of accuracy. So in order to calibrate something, it is implied that the instrument is adjustable. Not all are. Gage block are just one example of a non adjustable instrument. No way to adjust it, so you really can't calibrate it, only certify whether or not it meets a particular level of accuracy, or grade. Thread gages are the same, except tapered thread gages such as used in API tool joint gaging. They can be reground to restore proper thread profile, and gaging surfaces replaced or reground to yield acceptable accuracy.
Certification simply means comparing the instrument to a known standard, and evaluating it to use as is and mark as such or reject it. An instrument, or a standard for that matter, can be measured and marked as "actual" and be perfectly acceptable and useable. For example, if you have micrometer standard rod that is not exactly 3.00000, (and few of them are dead on). Some lab with the proper equipment can accurately (and remember, accuracy is relative) measure the standard rod and mark its actual side. Say it accurately measures 3.00120. That mean toss it? No, just be aware of its actual size and make sure that when you use it, you refer to its actual size, not its nominal size of 3.00000. The micrometer should read 3.00120, just the size of the standard rod. Same with gage (jo) blocks. You will find acceptance standards for blocks and pins that will allow them to be categorized as A, B, C, etc, or one of the newer standard designation. If you require a gage block set to meet those standards, then you must replace the out of tolerance blocks or pins, individually. For all practical purposes in a home shop, a grade B (or current equivalent grade) plenty sufficient for any work. And there is no real reason to have them re-certified unless there has been damage, or abuse.
Once you have a known good standard, whether it be rods or blocks, you can do a basic calibration of your micrometers. Measure the standard, and if needed, adjust the micrometer to agree with the standard.....whatever actual size it is. This you can do at home. There are two more aspects for OD micrometers to check: Flatness of contact surfaces (anvil and spindle), and lead screw error. Lead screw error is checked by comparing the readings at zero, then at the 1.0000 point (micrometer at its widest opening). Hopefully they agree, but they seldom do, because of lead screw error. Some is to be expected, and some people prefer that the micrometer be set as accurately s possible at the 0.5000 point, allowing the lead screw error to be averaged out on either side of the half way point. The flatness of the anvil and spindle are checked with optical flats, and they can be purchased and this done at home. Not usually much at home you can do to fix it if they aren't flat and parallel, but at least you can know of they are good or not. Again, depends on your specific needs as to whether they are acceptable or not. A special micrometer checking block set has blocks at odd intervals so that the measurements fall every 90 degrees instead of only on a "zero" line.
That is only a cursory discussion of the topic. There is much more, but I don't want to overload the thread.