I've had pretty good luck just substituting a gluten-free flour for wheat flour in things like cake recipes, like the GF Texas Chocolate Sheet Cake I made a couple of weeks ago.
I've never seen anything about gluten in powdered sugar, though people with a corn allergy can't use it because of the cornstarch. My wife has a co-worker with celiac, she was telling me about something that might have wheat in it that surprised me, but I don't remember what it is. I'll ask her about it in the morning.