Does evolving a Pokémon of different gender grant experience points for new Pokédex entry?

No. You only get the bonus 500 experience for the first time you catch or evolve a Pokémon, regardless of gender. You do not get 500 experience for each variant of a particular Pokémon, as they are all part of the same species.

Case in point, I just evolved a Gastly into a Haunter for the first time since the Pokédex update:

haunter pokedex entry

gastly before evolving

experience gain