I couldn't immediately see if the mini calendar is able to be placed in a sidebar. I noticed that there was a setting for what page and/or post a calendar and/or mini calendar is on.
I guess I could create the shortcode on a page temporarily and then cut it and paste it in a sidebar text widget. I would also have to make sure that the sidebars allow for shortcodes. I'll try it but is that what we should do to make that work?