You can buy plain olives from a bulk bin, then add your own mix of herbs, spices, or citrus. The recipes from Martha below include fennel, orange, and rosemary, but you could add peppercorns, lemon, chile peppers (red peppers with green olives- festive!), or tiny cornichons.
Two olive recipes from Martha Stewart:
Any other savory gifts you love?
Related: Recipe: Cheddar Olives