Boules Mousses (a marshmallow like center)—pick a flavor
Most towns of any size in France have a Christmas market. It might be just one day, or a weekend, or the whole month of December (the later in larger towns). Last week we went to Annecy's Christmas market. Annecy is a beautiful town dating back to the middle ages. Canals meander through it, giving it its nickname "The Venice of the Alpes". It's one of my favorite places.
Endless ways to keep warm abound. Onion soup anyone?!
A little nougat for your sweet tooth? Chew carefully, it's hard.
No sweet tooth? How about some sausage? Pick a flavor, any flavor.
Pain d'epice (spice bread)—one of my personal favorites.
Some wine or liqueur to wash it all down?
Maybe some vin chaud? Think hot apple cider, but the cider is wine.
Christmas markets have things other than food. They have local crafts and gift items. But, this being France, you know at any event bearing the word "market" food will dominate and this market is no exception.