What I do for each of the nieces/nephews in the family is make them a personalized needlepoint Christmas stocking for their first Christmas. For SIL's baby shower, one of the 'gifts' I gave her was snippets of needlepoint canvas; embroidery floss; velvet - all the components of the stocking - and a generic photo in a small jewelry box. She was quite confused until it was explained and then thought it a cute gift. Perhaps some snippets of the quilt makings along with photos of the quilts in their current state with the explanation of being completed for babies' arrival?