What about a christmas orniment...or a kit that they could make their own orniment...oops if you and you guest celebrate christmas.
A make your own snowman kit...the Christmas tree shops have them for pretty cheap.
Ginger bread cookies in the shape of 1.
Again...if your guests celebrate christmas and it is close to christmas and you want to encorparate christmas into your party...a letter from santa. You can get them online. You can get them sent to their house, at this young age children shouldnt expect a goodie bag or you could give cookies and the letter.