For Loz, I would leave him a Pez-dispenser...with the character head being Jenova's head. *laughs* And what comes out is NyQuil gelcaps. (It's the only thing that's Pez-candy-sized and oozy-green. *shrugs*)
And, what Loz would leave in his loved one's stockings:
For Yazoo: another stocking (I can just hear Loz on Christmas morning: "Here you go, Yazoo. I got you a matching one! I know you keep losing your socks in the dryer. *smiles* Now you have a complete pair!!)
For Kadaj: one of those home-made gift-certificates, "entitling the bearer to a BAJILLION free hugs per coupon"
For Cloud: Mario DDR (Loz: "But only so I can come over and play it sometime.")
For Jenova: a gift-certificate for re-contructive surgery