Can I give a sugar glider a mini candy cane or peppermint as a little treat for Christmas? Not regularly give them one, just give them one on special occasions

Also, would it make a difference if they were organic?

I wouldn't recommend it. That strength of mint probably isn't good for them, plus the amount of sugar won't do their health any favors.
If you want something fun and special to feed to your gliders, Gourmet Gliders sells ADORABLE treats. https://www.etsy.com/market/gourmet_gliders