A placer dans functions.php. Utilisation: [gist id="xxx"]

gist.php

function embed_gist( $atts ) {
    // Attributes
    extract( shortcode_atts(
	array(
		'id' => '',
	), $atts )
    );

    // Code
    return '<script src="https://gist.github.com/' . $atts['id'] . '.js"></script>';
}
add_shortcode( 'gist', 'embed_gist' );