We consider gauged skyrmions with boundary conditions which break the gauge from SU(2) to U(1) in models derived from Yang-Mills theory. After deriving general topological energy bounds, we approximate charge 1 energy minimisers using KvBLL calorons with non-trivial asymptotic holonomy, use them to calibrate the model to optimise the ratio of energy to lower bound, and compare them with solutions to full numerical simulation. Skyrmions from calorons with non-trivial asymptotic holonomy exhibit a non-zero magnetic dipole moment, which we calculate explicitly, and compare with experimental values for the proton and the neutron. We thus propose a way to develop a physically realistic Skyrme-Maxwell theory, with the potential for exhibiting low binding energies.