Pellets shouldn't harm your gliders teeth. Especially if you get a glider specific brand. There are some exotic pet stores that will purchase other base food items and just simply relabel them as sugar glider foods. Although these nutritionally might work, they weren't originally formulated for gliders like some of the glider specific pellet foods. If you purchase from a bigger pet store, they should have a sugar glider logo and dietary information printed on the label.
My vet also promotes pellet based diet, and there are breeders I know who still stick with it. I think the main problem with the idea of a pellet based diet is that pet owners fail to incorporate other dietary needs and or do not understand the calcium phosphorous levels and might mess up if they only feed the same fruits or vegetables night after night.
Personally I feed mine something very similar to HPW (high protein wombaroo) with frozen fruit and vegetable cocktails (I know people don't like the idea of blending, but I blend my mixes and freeze them for personal convenience. It works for me, but I understand the issues others have with this). If you research some of the other diets such as BML, HPW, Priscillas and others, you can get an idea of some diets that have worked in the past. There should be a resource link somewhere on this site. I can find it for you if needed.
I also keep pellets, store bought kind: specifically for gliders, in the cage. It is consumed in small bits regularly.
The bag is a bit pricey, but I think it is good to keep on hand.
I picked HPW from the list when I got my first glider because it seemed the easiest and least smelly diet to follow. Thus far, I have never had a particularly overweight or unhealthy glider from following it. I have however, encountered very sickly gliders, whose diets and lifestyles were vastly different from my own.
If you have trouble getting some of the ingredients, there are other types of foods and recipes available that you can use in place of those. I'd try out a few to see what works for you. :)
*note* I have heard that live proteins such as mealworms, chicken, and others can cause gliders to produce a stronger odor. I'm sure someone else can share their personal experience with this.
Also, have you considered getting something like a 'glider fridge?' or glider eating area? I purchased this plastic bird bath cage accessory and it keeps the food from being sprayed all over the cage during feeding. I'm not sure why they like to spit and throw their food, but it can get messy. You can cut a hole in a small plastic container and make one too for their fruit or vegetables. Pellets don't seem to be much of a problem, but if you try HPW, or some of those mixes, it might be a good idea.
As for treats: meal worms, yogurt drops, and dried fruits seem to make the best choices. I've heard certain baby food snack items are great too, if you happen to have any.
Long post, sorry! hope some of this helped in some way!