Definitely send Cadbury chocolate anyway! I agree Cadbury over here is crap compared to the UK stuff. We try to get DB's parents to send us Cadbury as much as possible. We also brought over loads when we went to England over Christmas. Creme Egg bars may be nice. A lot of people like creme eggs, but feel they are too rich. I love the Creme Egg bars because you can have just a slice.
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I wouldn't bother with Worcestershire sauce as that is highly available over here and although I haven't really had UK W.S., DB's never mentioned a difference in taste and I use it fairly often.
I've found marmalade over here as well, it's just more hidden in the jam and jelly section.
Wine Gums may be nice.
Christmas Crackers are available, but the ones I've seen over here are crap and I've only really seen them at The Christmas Tree Shop. If you are allowed to send them, those would be fun. We're going to look into that for DB's first Christmas here this year.
I'm not sure if it's been mentioned, but some people might like Salad Creme. We can get it in the British section of the grocery store, but it's pretty expensive and I've had a few things from that section either be out of date when I bought it or go out of date shortly after. I learned my lesson to really check the dates on those things though. DB thought maybe it was the milk that was making his PG Tips taste so strange!