Good luck - what did you do at the last show, and why do you think that wasn't successful for you? Maybe try something very different than that approach?
That being said, my gut feeling is that the stocking stuffer idea may be the better way to go. In addition to a few minis, you might do really striking single cookies that could be used as stuffers, but which would also sell your skills for custom orders. The advent calendar idea is cool, but I wonder how many people will commit to 24 cookies at a pop, especially when you'll already be into December (and supposed advent calendar use) at the time of the market.