The only thing we've ever been called down and asked to give to security was a dive knife I had on my diving gear. Forgot it was there and would have left it home. They just took it from me and gave it back when I was leaving the ship on my dive and asked me to return it again, which I did. Then they gave it back at the end of the cruise.
But the only thing other than knives you really shouldn't take are irons and booze.
I really don't like cruise lines who go into your luggage and take the items - that's just not right. If they see something on the x-ray, then they should do like most cruise lines do and that's to ask you to come down and open the bag for them. That's the proper thing to do.