I don't remember Christmas cookies as part of my childhood, unless you count the Maurice Lenell assortment in the 5lb tin. They really were a treat.
As a young mother I attended "Cookie Parties" and learned to make lots of cookies. Rum Balls is a favorite in my family and my mother-in-law expected a supply every year. Other cookies I made for the holidays were spritz, candy cane, and the obligatory sugar cookies cut in holiday shapes and frosted.
The real cookie treat came in the mail. It was a package mailed by my father-in-law's mother and contained her homemade kolachkys with prune and apricot filling. These were cookie squares with filling in the center and opposite corners brought to the center. After baking they were dusted with powdered sugar. She also made another cookie with either poppy seed or nutmeat filling. I don't know anyone else who can make these cookies. I think they are Hungarian in origin.
And we also had the Marurice Lenell Cookies in Currier and Ives Tins sold by the Telephone Pioneers every year!