If you force the colonist to wear/carry an item, they won't drop it until you click the button to remove the forced property. Just be careful that if it is something they are wearing, they will keep wearing it even when it is below 50% health and giving them a mood penalty. Unfortunately, I'm not sure if there is any way to do this with a weapon.

I personally think it's easier just to make a few loadouts and switch between them (i.e. say one has them holding a charge rifle while the other has an assault rife). You can use the same loadout for multiple colonists, so when one person swaps to the new loadout, you can set someone else to the old one and they will equip the gun the previous colonist was using.