I'm not very familiar with blood glucose monitoring devices, as I rarely care for diabetic patients. But the ones using lancets -- i.e. sharp pointers to prick the skin -- definitely should not be shared by different individuals, because of the risk of blood borne infections like HIV, the hepatitis B and C viruses (HBV, HCV), and other less common ones. However, the actual risk undoubtedly is very low: the amount of blood left behind on the lancet undoubtedly is very small and therefore would dry quickly, becoming non-infectious for HIV. However, HBV and HCV are inherently more transmissible than HIV (there's more virus in the blood of infected people) and also may be somewhat more hardy and probably greater risk by sharp instruments.

At this point, you should definitely tell your colleague you used his device, if he doesn't know. (If he is aware, he should know that it must never be shared with other persons. Tell him!) And ask directly whether he has HIV, HBV, or HCV. If unknown or at risk, you can discuss whether he is willing to be tested (maybe at your expense?) As for HIV in particular, if you have no reason to believe your colleague is gay or an injection drug user, you can be quite sure he doesn't have HIV, but the other viruses are more common in the general population. If you don't want to speak with him or it is impractical, see your doctor soon and discuss potential prevention strategies.

I stress that the risks to you are low no matter what, especially in regard to HIV, and I would not recommend post-exposure prophylaxis against HIV unless he turns out to have it or he is in a high risk category. But this is an issue you can discuss with your doctor if necessary.

Good luck--  HHH, MD