In Germany (O no, here she goes again! - sorry!) there is a tradition of baking all through November so that by the beginning of Advent you have jars or tins with hundreds of different biscuits. I really don't know why they can't spread it throughout the year. It's not as if there aren't enough sweets and other goodies at Christmas.
Anyway, the idea is that you can entertain the children with rolling out and cutting out different shapes, and decorating the biscuits with icing and various little bits and bobs. All the magazines and bookshops abound with recipe ideas (how many variations can there possibly be on a basic biscuit recipe?) and aprons and rolling pins are on sale everywhere - every year they think up new designs for cutters. I still have some from my mother-in-law, but I have accumulated a huge basket full of the things: bells, trees, crib figures, musical shapes, little trains, you name it!
My point would be that children can just as easily be involved in cooking as well as baking. Peeling, chopping, grating and stirring can all be made into a game. Their attention can be held by talking to them and working together ("I'll peel the carrots and you chop them." - "Can you cut a little cross in the Brussels sprouts for me?"). If they're not old enough to use a knife safely, then they may enjoy getting their hands messy making dumplings or something.
My kids were perfectly happy to help write menus and shopping lists, go shopping and lay the table from the age of about 5. No reason why they shouldn't get involved and see what is involved in putting a meal on the table.