Picture this:  It's Christmas Eve and you want to bring the magic of Santa alive so you get your little ones all excited by setting out a plate of Oreos and a half-full glass of milk (because you don't want to be wasteful), but then you dump out the milk and eat the Oreos after the kids go to bed because you want them to think it was really Santa.  But you don't BELIEVE, not at all.
Santa doesn't like that.  He's highly offended that you insult him with Oreos in the first place.  But then you EAT THEM?  Not ok.
Bake some real cookies and leave them alone.  Santa is working, and he's hungry.
Oh yeah, and while you're at it, you might as well set them out in style, and let him know who they're from: the real BELIEVERS.