Sidebar gadgets weren't vulnerable to DLL injections. They had cross site scripting issues that are a whole different beast.
The only thing Microsoft have achieved here is isolating processes in the modern UI, so that additional code can't be loaded into them and forced to run. A program attempting to do so will not crash, but rather be sent a passive aggressive "you can't do that!" message.
Of course, only an executable can inject code into another program. For this situation to occur the system is likely already compromised.