Before which of those expressions,where I would put benim,senin,onun,bizim,sizin,onların ?
Sorry if I´m boring too much..  

I don´t get your question. Your post´s title is about auxiallry verbs. And you ask when to use possesive pronouns?

Maybe nemanjasrb means monopersonal structures like

                               Gitmem lazım/gerekiyor

where the obliged person is marked with a possessive suffix and the grammatical predicate is always sg 3rd.

Maybe.

This is what I meant:
Benim de eve gitmeden önce alışveriş yapmam gerekiyor.
Why here is using BENİM,instead of BEN. 

Think that 1 sentence mean 1 verb.

Sentcence is: ....... gerekiyor

So there is only one verb, which is "gerekiyor"

Let´s analyse it:

gerekmek is the verb, gerekiyor is the third person (present) continuous tense.

So, it means "it is needed" or "it is necessary"

Now we have to continue with hte other members of the sentence:

[Something] gerekiyor

Here, [Something] resembles the other member of the sentence, which is Subject of the sentence because it is the "doer", the owner of the action.

This something must be a NOUN, because subjects are nouns. It may be an activity but not the activity verb. So if there is something necessary as an activity , you have to put this as a noun; an activity noun.

Now you have an activity; alışveriş yapmak. Now we have another action but how can we say its "doer"? Here, the activity is not a sentence, and it has another doer, so this happens the activity of SOMEONE´s.

(BENİM) alışveriş yapmaM which means "MY (activity of) SHOPPING"

so if we make it short, we say; "alışveriş yapmam gerekiyor", because we say that an action and the owner of this action with the possesive just like we do for the other nouns with possesive:

My (activity of) shopping is neccesary

Alışveriş yapmam gerekiyor

You may say or may hide possesive pronouns because we also have possesive suffixes.

What can the other examples be?

For a little clue; usually there is a THIRD PERSON sentence for these usages; like "gerekiyor" because we have an "it" which represents the activity, not the action of the sentence.