Make something. Last year I made a snowman out of a lollipop stick. Used wool to measure the height of my son and wrapped it around as the scarf with a note saying this is how tall I was at this Xmas. (Height keepsake) This year Iv got blue baubles, painting his hand white to grab the bauble then once dry will draw the fingers into snowmen. (Handprint keepsake) Also got white baubles to paint each finger different colours to dab onto the bauble then join them up to make it look like lights. (Tiny fingers keepsake) Iv done salt dough ones before.
I got a Wonderbly book. Personalised book for grandparents to read to baby.
Check uncommon goods website they typically have something for everyone.
Family photo?