I teach gifted education too and, like you, am new in the job. There was no curriculum and no guidance when I started at the beginning of the year either.
For those kids who are advanced in math, I gave assessments to see how far ahead they are. (I have first graders, for example, who are at the third grade level.) I use those assessments to determine what to teach next -- just like you would in a regular classroom. I also do a lot of logic puzzles, "real world" math applications (like figuring out square footage of a house to paint), and story problems, story problems, story problems.
For other subjects, I just decided to let the kids choose what they want to learn. So I say, "If you could learn about anything this year, what would you want to learn?" I sometimes give them ideas, but I was surprised at how quickly they generated a list of topics. Everything from Egyptian pyramids to why do airplanes stay up. After we have a list created, the pull-out group votes on what project they want to do.
So far, my groups have studied body systems (made outlines of their bodies and then detailed the circulatory system or skeletal system - 2nd grade), designed their own cities (4th grade), wrote and filmed a play about the Salem Witch Trials (4th grade), done a series of chemistry experiments (5th grade), and designed aliens adapted to live on different planets (2nd grade).
We are now creating a rainforest in my room. This is a group project that the TAG kids from 3rd-5th are working on together. They are really excited about it, to the point of wanting to stay after school to work on it.
I'm not sure if this is what I'm supposed to do for TAG, but it sure has made the year fun and different.
Good luck with your kids!