Prepare and roll out cookie dough; cut using cutters from set. Use boy cutter for Santa and elves, girl for Mrs. Claus. Cut 2 sleighs, reversing 1 before baking. Use patterns to cut sleigh front, back and bottom plus 2 easel backs for all other cookies (small size for reindeer, large for all others). Bake and cool all cookies.
Decorate all on waxed paper-covered board using royal icing. With tip 4, outline and pipe in reindeer bodies, face and hands on Santa, Mrs. Claus and elves; add tip 4 shoes on Santa and elves, tip 3 shoes on Mrs. Claus (smooth with finger dipped in cornstarch).
With tip 5, outline and pipe in snowmen bodies, Santa and elf suits, Mrs. Claus' dress and all hats (smooth with finger dipped in cornstarch). Pipe tip 3 apron for Mrs. Claus. For Santa, pipe tip 13 zigzag trims and swirl pompom; add tip 2 dot and outline facial features, swirl beard and mustache and outline belt and buckle. Let dry.
For Mrs. Claus, use tip 3 to outline and pipe in apron. Pipe tip 13 zigzag hat trim and tip 3 zigzag at neck and cuffs. Pipe tip 2 dot and outline facial features and belt; add tip 1 dot berries and tip 349 leaves on apron. Let dry.
For elves and snowmen, pipe tip 2 pull-out noses, dot and outline facial features, outline hat band on snowman; pipe tip 3 dot buttons. Using tip 4, pipe outline hat brim and cuffs for elves, scarf for snowman; add swirl pompom to elf hat.
For elf, pipe tip 349 pull-out hat detail, collar, waistband and ears. Let dry. For reindeer, pipe tip 5 outline harness. Pipe tip 2 dot eye, nose and bells on harness; add zigzag hooves, outline antlers, ear, tail and leg. Let dry.
Cover sleigh pieces with thinned royal icing; let dry. Assemble using tip 4 and full strength royal icing; pipe icing on exposed backs of sleigh cookies (pat smooth with finger dipped in cornstarch). Attach 1 full and 1 cut candy cane to each side for runners. Cover top edge with tip 13 zigzag. Let dry. Fill sleigh with candy. Attach easel backs to cookies with icing and tip 5. Position cookies.