Cookie sampling is a holiday tradition for just about anyone with a sweet tooth. At the annual bake sale at the Union Depot, you can snack your way through a variety of treats without having to worry about burning something in the oven. Nearly two dozen sugar shillers will be on hand, offering delights including macarons, boozy tarts, gourmet chocolates, cupcakes, and cookies. Participating businesses include the Buttered Tin, T-Rex Cookie Company, Sara’s Tipsy Pies, and Cookie Cart, to name a few. The event is hosted inside; should you venture outdoors, you’ll discover the European Christmas Market, which opened last week. Both events are free, though food shelf donations will be collected to benefit Merrick Community Services.