I am sure that you have done this..... but have you checked with your boyfriend to be sure that it is customary to give gifts to everyone. I understand that some families do not give gifts to the adults. Others do something.... like Secret Santa, pull names from a hat and then give gifts only to that person, only give gifts to people that do not have children yet, some always give to the kids, do no gifts at all.
Like I stated earlier, I am sure that you have already asked about costumes. From what I have heard, some families are offended if you do not obey their beliefs. Or some families like ours are not offended, we change the rules each year. LOL
Just a suggestion, if you are giving gifts to the whole family, talk to boyfriend and find out 5 or 6 things that they like to do, their hobbies, music, etc... Then make something by hand, that would match their interesting thing that you learned from boyfriend. (This will also help to break the ice, you would know something about them, and can ask them to explain it to you in more detail)
Or you can take the thing that you learned about them and then do something weird and off the wall. Something that may never have happened to them before. While thinking of all the things that you learned about them, and see if their is a Charity that you could donate to in their name. Get a fancy Christmas card, (Something Musical, that fits their musical taste and then put the certificate where money was donated in their name on it.
You could have a star named after them, It would come with a certificate with the name of the star, and it's location. If they have a scope, they could look it up, or they could look it up on the Internet.
It is hard to give a lot of suggestions, as there is little information about who they "ARE", how much you want to spend, what are traditions of the family etc.... I will keep thinking......
Some families give white elephant gifts. Each year they have to give something that they have gotten as a gift before and then re-gift.
Steal a cute photo of the family together. Get it enlarged, and framed.
Still thinking....