This gist shortcode with get the file content of each gist and output the contents for you site.

gist-shortcode.php

<?php

function gist_shortcode( $atts ) {
	extract( shortcode_atts( array(
		'user' => '',
		'id'   => '',
		'file' => '',
	), $atts ) );
	
	if ( empty( $user ) | empty( $id ) | empty( $file ) )
		return;
	
	$output = file_get_contents( 'https://gist.github.com/' . $user . '/' . $id . '/raw/' . $file );
	
	return $output;
}
add_shortcode( 'gist', 'gist_shortcode' );