Sack is not okay?
Sack instead of bag could be fine as well.
"Please give me one bag" should be accepted and preferred over the current answer; "Please give me a bag" more strongly correlates with "请给我个袋子"
We only use 'one' if there's some reason for another number to be likely or assumed. Otherwise the only way to idiomatically render this in English is with the indefinite article (though sure, both should be accepted.)
I'm not sure "请给我个袋子" is correct (I don't think I've heard it without the number), but I agree that either 'Please give me one bag' or 'Please give me a bag' should be accepted
The classifier for a bag here is 个 ， not 双
双 is usually used when there's a pair.
Rude city. "please give me a bag" wouldn't be polite in shop. " Could I have a bag please" is better