Aren't you playing a rogue, RW?
Private documents: or what were the other documents you could find called? Supposedly they might be used in one of the rogue quests in Denerim, but not playing a rogue I never got the quest so I wouldn't know.
Wolf pelts: One wolf pelt may be used in a small quest in the elven camp, but you can get them in the forest there, too.
Gems: Sapphires, Topaz, Malachites, and Quartz can be donated to the dwarven army via the allies crates in your camp, once you've taken care of Orzammar. I have no idea if it helps any though. 10 garnets are supposedly used in a quest, but I assume it's one of those rogue quests again that I couldn't do. Remarkable gems are for Shale obviously. The other gems you can sell.
Engraved Silver Bowl, fancy vase etc.: no idea, I sold them.
Blank vellum: no idea, it's still in my inventory.
If in doubt, sell in your camp so it's easier to get them back, even if a bit on the costly side.