Gingerbread house: I put a lunchbox inside the house to prop the pieces against so it's harder for little hands to knock over.
Chocolate jazzles: Melted white chocolate, food colouring, sprinkles and crucially a nice plastic or silicone mould makes for lovely results that even a young child can manage to do. I know that doesn't count as baking
For cookies: Sometimes I make the dough ahead, or double the mixture and put half in the freezer. small kids may not have the attention span to measure, mix, knead, roll, bake and decorate. And it's nice to throw a few cookies in the cooling oven after a roast so they never go to waste.
With mine, I find that they take an intensive interest in some aspect of the activity (breaking eggs/ throwing handfuls of flour in the air) but rarely follow through to the end. Once I accepted this and let go of the tv version of baking with kids that I had in my head, I actually started enjoying it.
I second a previous poster's recommendation of stained glass cookies. We make these every year now and they are beautiful. Use a big cutter for the outside and a much smaller one than you'd think on the inside. Use a straw to cut a hole in the top before baking if you want to hang them. And put the boiled sweets in the freezer before bashing them to make them brittle. Google "Mary Berry stained glass " for the recipe.