I just ran across this site and thought it might helpful for your keto baking.
https://www.healthfulpursuit.com/roundup/keto-desserts-to-bust-cravings/

I had to look up Keto as that was a new one for me1 If you are committed to eliminating wheat and any sugars, I would turn away from cookies and look to nuts and very dark chocolate for treats. Although there are now some great wheat-free flour substitutes, it just seems impossible to make a "cookie" without some sort of sweetener. A chocolate bark (as someone already suggested) with very dark chocolate and a sprinkle of chopped walnuts or almonds might work, although there would still be a small amount of sugar in the dark chocolate.

Is it only wheat you're giving up? Keto would also be giving up sugar, honey...basically any natural sweetener. If it's just wheat..that's pretty easy, so I'll assume you are looking for true keto diet recipes. Here's one that I haven't made, but looks good and her website has a ton of keto recipes.

http://www.wickedstuffed.com/keto-recipes/buttery-chocolate-keto-fudge-squares/

And here is a keto truffle recipe: https://elanaspantry.com/mint-chip-truffles/

If you are not strictly keto, there are quite a few paleo cookie recipes around on line that would not use wheat. Coconut macaroons are always good.

I haven't made any of these but this site has several cookie recipes: http://www.ibreatheimhungry.com/2015/12/30-best-low-carb-cookie-recipes-gluten-free.html

Not exactly a cookie, but definitely a Christmas treat.
Make homemade chocolate bark. Any color, any fixings, to taste.
But I like a white chocolate recipe (I know, I know, it's not really chocolate) with pistachios and cranberries.