Nairns gluten free biscuits are nice and come in small packs within the box, and the madeleines mentioned by a PP.
Most things from M&S Made Without range are nice, especially the Coffee and Walnut cake or Victoria sponge (the chocolate cake is not nice, nor are the danish pastries)
Pre packaged things are best unless you are really clued up about cross contamination, and if you go for a large sponge cake to be sliced up, it needs to go on a separate plate and be kept well away from anything containing gluten, with a separate knife for slicing which is not used for the normal stuff, and ideally some kind of warning to people not to handle the cake if they have handled gluten.
Personally I'd love a GF sausage roll although I've not found any good ones yet.
Crisps and nuts can be ok but check the labels (salted ones only, most of the flavours are not ok), and same with chocolates, need to check labels for Barley, Rye, Oats or Wheat which all contain gluten.