Personalized family ornaments? Just be honest and tell them it's important that you try to save as much money as possible for your twinsies!
What about a basket of beauty products (foot creams, manicure set, polish, etc) for the older females? Going to a store like walmart or TJMaxx would help - you can make your own collection of presents.
I love the movie night basket too. Very fun! How about bottles of wine, glasses, etc in a basket? Not sure how old everyone is, but that might be good.
Do the movie night. That's what I would do. My sisters however told me if we can't afford to do anything then dont. But with my husband's family they always talk big but never follow through. So this year my nieces and nephews are the only ones getting something. And their gift is to tye dye their own tshirts. Then I will paint their names on them.
Do a "family movie night" gift basket pick out a good movie throw in some popcorn and those dollar boxes candies maybe a bottle of wine for the parents (you can get creative with the contents)...put it in a cute arrangement with a well written card! I do these for gifts when I'm not to sure what to get people..they go over really well!