So far the only way I have figured out to do this is add the appointment to home calendar and then "invite" myself by sending the invite to my work email. Not the ideal solution, as you still end up with 2 appointments. But at least when you update the home one, it will send an updated invitation to your work email to keep the two appointments in sync. This does not appear to work in reverse so if you update the appointment on your work calendar it does not go back and change the one on your home calendar.
I would be interested if anyone has a better solution, as I don't love this one.