I try to do a little something to thank them. Last year I made a paper cake. The kids enjoy delivering their thank you gifts and showing appreciation to everybody, which I really like.
This year we made strawberries. I downloaded the template from Scrap Orchard, printed it on scrap paper, cut, scored and threaded it all up with ribbon and buttons. **Update** I found the template free at Oriental Trading!
I filled them with pretzels dipped in white bark and red sprinkles. The little pretzel nubs work better than the twisty ones because they're so small. You could also fill them with candy. (Digression: Is it just me or are bags of miniature candy ridiculously expensive?!!)