How to recover dashboard stickies on macOS Catalina?
There are currently a couple known methods to recover stickies (or anything else that was on the dashboard).


Stickies from the dashboard have automatically been imported into the Stickies application. Simply open /Applications/Stickies.app and they will appear there.
All widget save data/preferences are still in the original place. This means that as per https://superuser.com/a/608039, the plist for the dashboard stickies are in ~/Library/Preferences/widget-com.apple.widget.stickies.plist. 
The most obvious: before updating to Catalina copy over your stickies to different place such as text edit or the stickies app.


Note: In this file they are stored within html tags that are in HTML Entity form. You can use a converter and then strip tags.