Regarding this topic here:
After all, is it possible to define a sidebar to all blogs using switch_to_blog() and dynamic_sidebar()?
Some places around tell us to do this way, but nothing happens if I try.
In the other hand, andrea_r say it's better to hardcode the feature on the theme's sidebar.
Well... I think this last one is less elegant, but I will certainly consider it if it's not possible to share widgets.