Every year it's a stressful and unhappy affair for our small family since so many relatives expect something.
It isn't always cookies, but generally food. The weirdest thing I found is that folks wound up looking forward to my gift, even though they know what I give them. The main downside is that it takes some work, a bit of freezer space, and some planning.
They have all the food they will ever eat for the rest of their lives ?
My unsolicited advice is buy the equipment for making chutney / jam / pickle/ candied fruit / dried fruit etc. and give everybody a container of that with a pretty label their name & your name on.