Bring a high end candle, like jo malone. Or even better, one that is made in their home state, your state or your hometown. Pair it with a bottle of wine. Or find something that it from your hometown that is consumable and share it with them. Smoked salmon from Washington State. Vermont maple syrup. Iowa....corn? Just something you can share with them about yourself since they are getting to know you too.
For my first Xmas with my ILs I brought tomato sauce I had jarred from my tomatoes and paired it with some fancy pasta and a bottle of wine. I don't suggest you have to get crafty, but it was sharing something of me I could share with them that was also an easy spark in conversation about my hobbies, their hobbies, gardens, food, etc, just easy convos.