This may seem lame...BUT
I have a stocking that I ADORE...it's one of those 3-d, poofty quilted ones that they sell in kits, my granny in law made mine years ago...they end up looking quilted/stuffed....with Santa or snowmen or whatever on them. They include sequins and ribbons and such along with instructions. My Mom has made one for each of my kids with their names on them and my kids LOVE them too. They are very special and unique...IMO.
If you got two of these similar but different you could put them together give them now, and then, once they are here and named you could put their names on them...they'd think of you every Xmas...and probably LOVE them once they're older!
ETA: Oh they're already named...well shoot this makes even more sense now 
ETA again...here's a LINK to what I mean.
"I'm not looking for absolution, forgiveness for the things I do.."-Walking In My Shoes, Depeche ModeMy blog: ryngwrayth.blogspot.com/
