The Chasam Sofer is infuriated that people are gambling on Chanukah. He says if it was up to him, he'd say "if you'll pick one night to gamble anyhow, do it on December 25th when you're not learning Torah anyhow", but that would mean he'd be telling people to gamble on a night when they might not otherwise be (years such as this when chanukah falls out well before Dec 25), so he doesn't have the power to do so.
(I don't think the Chasam Sofer talks about dreidels specifically, just gambling.)
The shocking truth is that dreidels are a fairly new, entirely Ashkenazic practice, to the very best of my knowledge, so it wouldn't surprise me if Sephardic poskim (such as R' Ovadiah Yosef, yibadel l'chaim tovim v'aruchim, who prohibits even lottery tickets) couldn't give a ki hu zeh of concern for the fact that dreidel is "a custom."