As far as I'm aware, in most African countries you can bring your own loaded ammo, as long as the headstamp on the brass matches the caliber on the rifle's barrel. In short, no 30-06 stamped brass on a 338-06 ammo/rifle combo.
Only restrictions I know of are Burkina Faso, where you can't import 12 Ga ammo (and that's because they manufacture it in country and are happy to sell it to you...), and some ex-French colonies where you can't use any ex-military caliber, i.e. 30-06, .308, etc.