I agree with @Arno and @Marianne013's answers, but - if you're joining a research team, you could consider some kind of a mass token-gift. For example: Some confection/candy from your country which has many pieces, and then when you first arrive, you can bring that as a gift to the group, so that each person has one or two pieces. You could on that occasion offer your new supervisor the first piece, and thank them personally. That way, you're expressing the sentiment you want, but it's not a gift of any significant value, and there is no chance of perceived impropriety.
... of course that suggestion doesn't really work if it's, say, just the supervisor and another supervisee you rarely even see.