I suggest the following:
Chukar Cherries (but they have many different types of treats) from Washington. Their stall at Pikes Market has loads of samples and they are wonderful.
St.Julien Almond Macaroons at Macaroons.com The very best I've ever tasted!
Miss Grace Lemon Cake from Los Angeles
I would forgo Cheryl's cookies. Their individually wrapped treats are pretty good, but nothing unique or really special.

I don't have any ideas for your parents, but do take a look at Shoppers Choice website. They are very helpful when I have called with specific product questions. Good prices too!

Here is a link that might be useful: Chukar Cherries

Last year I sent Citrus boxes from Pittman & Davis and everyone seemed to enjoy those. I got a box for us as well and was impressed with the quality. I just placed an order again this year for all of our Clan's families. Right now they have free standard delivery on all orders.

Here is a link that might be useful: Pittman & Davis

My sister and brother-in-law are impossible to shop for. Last year I got them one of the dinner kits from Destination Dinners. A fun way to get to "experience" another culture. They loved it. Not quite cookies or cake, but fun.

Here is a link that might be useful: Destination Dinners

Harry and David have been bought out this year. They have a stellar website and superb customer service, and are the gift basket kings, and pear specialists. I doubt the new owners have had a chance to ruin them yet.

Stonewall Kitchen have some really interesting looking condiments, sauces, jams, salts, etc.

Dean & Deluca have similar plus deli products and ship all over the country.

Hadley's Orchards have been the place for dates and other dried fruit and nuts in California for many decades. They have some lovely looking gift baskets as well as a large variety of other kinds of specialty goods.

If you really want a special cake, you can have a Sacher Torte delivered from the actual Hotel Sacher in Vienna. A friend who lives in Vienna sent me one, some years back. It travels amazingly well, and is an iconic cake, and the traditional pinnacle of the Viennese pastry world.

Nowadays you can have just about anything delivered, whether it's cakes or salt water taffy or fresh fruit. I've never met a bakery cookie that was better than homemade, but the cakes can be stunning. Perhaps you might find a bakery near your grandparents who would make a decorated cake that they would enjoy.

For the parents, how about a whole wild salmon (or a side) shipped from Alaska? If you Google, you'll find a lot of people selling that.

If they have limited funds but love beef, you could buy them a quarter or half cryovac (if they have a freezer).

If you're thinking less extravagant, smaller amounts are also available.

There are also a number of stores, like Williams-Sonoma who do a big business in prepared foods at this time of year, though I have no experience with that kind of thing.

Take a look around and you'll find all kinds of possibilities.

For your parents, consider bone-in filets from Allen Brothers. We have received and given steaks from there and they do not disappoint. Allen Brothers bone-in filet

For Grandparents or Parents:

Praline Pecans from the Indianola Pecan House

A caramel cake from Sugaree's Bakery

Wine from Wines 'Til Sold Out if they live in a state wine can be shipped to.

Perel's flavored vinegars, especially Spicy Pecan Vinegar

Be aware that you cannot send citrus fruit to California. A few years ago I tried to order Honeybell tangerines and was confounded by this regulation.

Pillog- that explains why Harry & David 's pears are now being sold at Trader Joe's! I've not purchased any yet, but they are selling gift boxes in the Los Angeles stores. Bummer.

I hadn't seen that! The pears at TJ's. Wow.

My friend has a citrus garden and he had to be very patient to get some of the trees he wanted. :)

The potential pests are too likely to get out and breed to allow outside citrus in. We once came home from camping with an apple and an orange we had bought in L.A., and agriculture control let those through, though. They're very reasonable. ;)

Check nuts.com
Many options for gifts. And for cooks the selection of savory items is good...sun-dried toms, pepitas, beans mixes for soups, etc.
I just ordered fresh ducks for thanksgiving from pekin paradise...farmfreshducks.com.
That would be a 'heads up' gift for seasoned home chefs...
yikes. I ordered extra necks and livers and feet...and dealing with the extras today.

Here is a link that might be useful: nuts and such

The Olive Cart out of Michigan has great oils and vinegars, and they use local/within the U.S. for all their products. Their butter oil is particularly good :)

Here is a link that might be useful: The Olive Cart

If you are interested in olive oil, you can visit this site for olive oil reviews and then click on links for the producers' web sites, where you can order the oil of your choosing. I think it is good to start with a review so that you can find the type of oil you like, and then you can visit the different olive oil companies in various parts of the country.

Lars

Omaha Steaks?

I love Nueske's bacon and have to get it online as Fresh Market stopped selling it in the deli department.

They have a good selection of pork and cheese products.

Here is a link that might be useful: Nueske's

Years ago, I sent my Grandmother small cans of gourmet smoked salmon. They were quite good, and the approximately 6 oz size were perfect for her. I wish I could remember the brand. I friend from Seattle recommended it.

We like to give gift boxes of spices and herbs from Penzeys. They have very nice empty boxes and accoutrements and we choose a selection that we think will be appreciated. Always greatly enjoyed!

For your parents who grill, maybe some grill spice mixes from Penzeys. They have quite the selection.
For baked good and gourmet treats, I order from Zingerman's Deli, which is an Ann Arbor MI institution. They have a variety of baskets. They are pricey but good.
I love the assorted cheese boxes, but I don't know who does that well. Zingermans has all kinds of gourmet cheese, but it is so expensive! Being an MSU grad, I order a cheese box from MSU's Dairy. Nothing too inspired, but good stuff nonetheless.