Yeah, my sister does this all the time - she sends me specific items to buy. I put my foot down this year - she sent me a message at start of October with Amazon links, saying, "Not sure if you were thinking about Christmas yet, but this is what I'd like you to get DNs."
I sent her a message back stating that we had;t considered any presents at that point, and therefore hand;t worked out our budget yet. These presents were outside of our budget anyway, but only by a few pounds, but still a few pounds adds up for each individual when both DH and I have large families, which is why we always set a budget for how much we'll spend on individuals. My sister always sends me individual links, and I've had to send her many messages in the past saying, "Sorry, I wasn't expecting to pay that much." (Especially before I met DH, and was living off a single wage, and she has four children.)
Last week (when I was ready to start buying presents), I sent her some ideas, of, "I'm thinking of getting them XYZ - which of these do you think they would prefer/don't already have?" (So essentially my compromise was sending a few suggestions of my own, for each child, and DSis chose from my options).
But yeah, it's annoying. She's the only person I know who does this, and she's done it for years - ever since her first child was born, so she's not going to change now - it's not just me she does it too, she sends our mum/other family members direct links too.