I'm not sure I like the idea at all, but one idea that comes to mind is letting an "installer script" create all the CGI scripts; they will then be owned by the user the webserver runs under. Obviously they will probably not be deletable via FTP, so you'll have to provide an "uninstall" script as well (or delete functionality in the setup script, anyway). If you really have to allow for some kind of self-update, I would strongly advise to have it all handled through a dedicated setup script rather than have the application script update itself.

Makeshifts last the longest.