Here's my .02 cents. The family had a nurse that broke professional boundaries before you. And now you won't. I completely back you up on that. I don't believe the nurse should be doing things for the family, you are there to take care of the child. I hate when other staff does that because it makes it much harder on the ones that DO maintain professionalism.
However, the family has now decided to maintain their boundaries as well. See you can't have it both ways if you know what I mean. Now I too think it would be very gracious of them to offer you a cookie or a small token during the holiday but it's not going to happen.
Don't sweat it. I have many patients that I have had for years. Some always give me little gifts at the holidays, others never even give me a card. It's fine by me, doesn't bother me a bit. I still wish them all well and Happy Holidays and give out hugs. With most of them, I know I am appreciated and thats all that matters. I know that I do my job and they get good care (oh make that EXCELLENT as per PG!).
If it starts to bug you too much, time for another case