An alternative to buying chocolates wrapped in layers of plastic is to make your own. I use Nigel Slater's recipe from Real Food but there are also ones here and here on the BBC website. This is not without its own waste. For example I don't know of a plastic free source of cream. However, if you make them in decent enough quantities then it is probably still less wasteful.
I've offered homemade truffles as Christmas presents and they have been well received. I know I always appreciate homemade gifts.