Beyond red dwarfs, another possibility is that of a planet orbiting a type B subdwarf star.
Some features of such stars:
- Composed almost entirely of helium
- Thought to be formed through the merger of two white dwarfs or at a specific point in the evolution of some red giants
- Temperatures range from 20,000 K to 40,000 K
- Brightness is between 10 - 100 times the brightness of the Sun
- Mass is typically ~0.5 times the mass of the Sun
- Radius is around 0.15-0.25 times the radius of the sun
This radius range puts it in overlap of the radius of the largest planets (~0.2 times solar radius). Since the progenitor star(s) is more massive, it leads to an increased likelihood of gas giants forming in the protoplanetary disk.
The question then becomes: "Can a gas giant find its way to the inner star system so that it is able to puff up?"
Two type-B Subdwarf stars with planets are known.
V391 Pegasi is perhaps the closest to fulfilling the planet-larger-than-star criterion. Orbiting the star at ~1.7 AU is a 2.5 - 3.99 $M_j$ gas giant. This gas giant will receive more energy from its star per square metre than the Earth does from the sun, but this is not likely enough for the planet to heat up sufficiently to become sufficiently 'puffy' to overtake the star's size of 2.3 $R_j$.
The other known example is Kepler-70, a rather curious star that appears to be the remnant of a red giant. The Kepler 70 system is very compact, with the two small (sub-earth radius) planets orbiting with a blisteringly-fast period of 5 and 8 hours respectively. (Fascinatingly, these planets weren't detected by eclipsing their host star, but rather by the periodic increase in luminosity as they begin to orbit behind the star. Both of these planets have surfaces hotter than the Sun, 7,600 K and 6,800 K respectively.) These planets are theorised to be the remnants of gas giants who were evaporated by being inside the star during its red giant phase.
From these tow examples, I conclude that there is no difficulty in having gas giants around small type-B subdwarf stars, although the mechanisms for bringing them close enough to become puffy planets is fraught with problems. You either have a red giant that boils all nearby gas giants before the subdwarf forms, or you have two white dwarfs that merge into a blue subdwarf, which requires a progenitor system of two close-binary stars that prohibit close-orbiting circumbinary planets.
I suspect for a planet-larger-than-host-star system to form, the gas giant has to migrate inwards somehow after the formation of the subdwarf star.