As an Orthodox Christian, we spend 40 days before Christmas avoiding animal products so at Christmas time, we cook up a storm and make all kinds of things involving butter, eggs, cream, etc... so Christmas cookies and breads are always on the menu.

I don't know if this will help but the cookies my family has made for 5 generations, going back to several European countries - half the family emigrated to the U.S. from Germany, Austria, Switzerland, Belgium, is built around molded cookies that date back to the 1600's. Specifically springerle and speculatius - here's a resource for the molds so you can get a visual idea:

http://houseonthehill.net/index.php?p=home

These molds can be used to cast cookie dough, paper, clay, marzipan, some even work with tempered chocolate (depends on how deep the design is). Springerle is typically a white/ivory dough and can be left unadorned or painted to use as a tree ornament (food coloring for edible; paint for ornament-only). It's fairly laborious to make these but they're so beautiful it's worth the effort to make at least a batch or two at Christmastime.

Many of my best Christmas memories are of big baking marathons with my mom and grandmother busying away in clouds of flour making beautiful and delicious goodies. Baking of any sort, cookies or otherwise, is a necessary holiday ritual for me.

To Rucy -

That is wonderful! I commend you and your family for keeping that tradition for so very long.

Although my father moved here from Britain forty years ago and my mother had a very deep southern history, we moved so often that

I don't think a tradition could really take hold (if there is one) in our own branch of the family.
We are now, at least partially settled, so perhaps I'll just have to kickstart one up.

Thanks sweeteves - definitely start one! Traditions don't have to be formal or boring, you can make it crazy and fun, we also dress each other up like Christmas trees to take one family portrait each season (a topper, ornaments for earrings, tinsel head to toe).