How about a small wallhagging or treasure box to put a bit of hair from the baby . If it has any. or if you crochet a angel wrap. I have made so many for the hospital and they are very comforting I hear. Here's the web address for the free pattern. They work up very fast.
http://www.lucybug.org/angelwrap.html
I also make angel cards and can get one in the mail to you to add to what ever you decided. it has a small machine embroider angel and a poem which says:
An Angel to watch over You
May you be blessed with
Strength and Courage you need
To walk Through this season of
Your Life...
You are in my prayers
If you'd want one send me a PM with your addressand will mail it out right away
Debbie e in Ohio