I've brought Christmas crackers back to the USA several times in my checked bags with no problems ever. Though now that they are more popular in the US and can be found easily... don't think I will bother! They take up a whole lot of valuable space in my suitcase and I will just order them on ebay! (no one will know the difference)
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Also, what are hession bags? I've never heard of them.
So much to learn! 
Hessian is burlap, so to translate, a burlap bag!
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I have brought hessian/burlap to and from the UK (in a large ziploc bag) with no problems either.
My family always loves getting British candy like Cadburys or Crispy M&Ms (no idea why they discontinued those in the States). Anything that is quintessentially British will be thrilling. They got really excited about Christmas Pudding even though my mom was the only one who would eat it. 
Exactly! Any sort of candy that is British would be a great treat, my UK nieces/nephews love it when I bring over US only candy for them and vice versa.
Beatlemania, Christmas pudding is an awesome idea! Never thought of bringing that back!
I think the space that is freed up from not having the crackers will be taken up with Christmas pudding! I have never even had Christmas pudding, so it will be a new experience all around
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