I have found that some gliders like pinkie mice. A pinkie mouse is a new born mouse or rat that has not yet grown any fur. You can buy them frozen from some pet stores. Personally, I don't have the heart to feed pinkie mice live and it is not necessary anyway. You can feed pre-killed adult rodents as long as you don't mind removing the pelt the following morning.
Nuts are high in protein but they are also high in fat and phosphorus.
An overabundance of fat in the diet can lead to obesity, fat deposits in the eyes, and a reduced ability to absorb calcium and other nutrients. Sugar gliders love nuts and, if given the opportunity, will often eat them to the exclusion of everything else. Nuts should be strictly rationed. In fact, some breeders and pet owners have eliminated nuts and seeds from their glider's diet entirely because they have observed a definite link between over consumption and poor health. You can feed sunflower seeds, peanuts, pecans, coconut etc.