Rainbow Dash - She may have mentioned a few things on her list to Pinkie, but maybe a blue jacket that looks similar to AU!Rainbow's but can still tell them apart? As for what she'll be giving her friends? Differs on whichpony it is, but...Derpy's gonna be getting a muffin of superamazing proportions! XD Haven't figured out what the others will get yet

Sayaka Miki - In light of one of her friends/mentor Mami going home, a job is probably what she'd want most so she can help support Madoka and herself.

Madoka will be getting a pink set of earmuffs so she can stay warm during winter.
Kyouko will be getting a bag of apples and imported oranges, since she's pretty sure pocky doesn't exist in Equestria. XD
Homura will be getting a jacket that matches her mane. Sayaka enjoys having the 'nerd' as her friend/not enemy.
Violet will be getting a scarf with the same color that matches her name though Sayaka won't know as such.
Teddie will be getting some fish that should be eaten promptly because, didn't Sayaka hear once that bears know how to fish? XD

Ruby Rose - Probably something simple for herself since she's probably not too used to giving gifts aside from events and birthdays -she grew up on an island- and Zwei would enjoy anything he's given!

Yang will be getting a cloak and hood that matches her hair so the sisters can match!
Jaune will be getting a scarf and gloves that has his symbol/cutie mark on it. She's not hoping Pyrrha will get him the cool gift!
Pyrrha will be getting a scarf and matching gloves that matches Jaune's but with her cutie mark on it, and some sweets!
Ren will be getting the same as his teammates, minus the sweets. She's pretty sure Pyrrha will share!
Bon Bon will be getting a picture of Ruby, Yang and Zwei in the form of a Christmas card
Lyra will be getting a picture of Ruby and Zwei in the form of a Christmas card
Cirno will also be getting a picture of Ruby, Yang and Zwei in the form of a Christmas card but she'll get a cloak and hood that's similar to Ruby's