From the dashboard, click "Add Gadget" to show the directory. All gadgets has a "Gadget URL" link, which, for example in my local development environment, shoud be:
http://localhost:8090/jira/rest/gadgets/1.0/g/com.atlassian.jira.gadgets/gadgets/foo-gadget.xml

But it is:
http://localhost:8090/jira/secure/rest/gadgets/1.0/g/com.atlassian.jira.gadgets/gadgets/foo-filters-gadget.xml

This affects adding the gadget to a different Atlassian application by adding the gadget's URL to the directory.