Ok this is a bit of a long winded approach but it does work. I promise!
Get a hold of Flexara Adminstudio (do a Google search, you can use the evaluation verson for now or buy the full version, or if you have SCCM use the Adminstudio Configuration Manager Edition). It's about a 500mb download.
Install it and run it once to configure it. Start the Repackager app and do a Snapshot to create a baseline.
Now get hold of you gadget file. Unzip it using Winzip or something similar to C:\Program Files\Windows Sidebar\Shared Gadgets. (This is the folder for everyone to have the gadget and it is not user-specific. Also works if User Installed Gadgets is turned
off in a GPO).
E.g. if you had a gadget called bigfish.gadget you'll need to extract it to a folder called c:\program files\Windows Sidebar\Shared Gadgets\bigfish.gadget. If you look in that folder you'll see a load of java and xml and so on.
Run the Adminstudio Repackager again and run another Snapshot post-install. Check the results screen that comes up and clear out anything thats a bit guff i.e. anything that doesn't have anything to do with C:\Program Files\Windows Sidebar\Shared Gadgets.
That includes registry, any other folders or files etc.
Build an .msi package from within the Packager and save it somewhere.
You can use this .msi to be deployed via SCCM or a GPO as normal.
I tried this earlier on today and it created an msi file that installed the MetOffice Weather Gadget. Came it at about 320kb. I say long-winded but I think from start to finish it only took about 20 minutes. And because the baseline is already done the next
gadget will take only a couple of minutes.