I just want to weigh in here. OP, It's obvious that your MIL gets on your nerves.
But...As for Thanksgiving, did they bail at the last minute, or did they tell you ahead of time? I can understand how you'd be upset if they backed out at the last minute. But if they gave you advance notice that they'd made other plans for Thanksgiving this year, I don't see the big deal.

As much as I can appreciate tradition, your in-laws do have other family besides yours. Your DH is a grown-up. I think he can handle one holiday away from his parents.
As for the cheesecake incident, I think your in-laws are being immature by pushing you on the subject, but I also think it was a little bit snotty the way you handled it. You could have just said, "I wasn't planning to make one this time, but if you'd like to bring one, that's fine." Problem solved, and you avoid a day-long fight. It sounds to me like you're BOTH butting heads, and neither of you is any better than the other.
And as for your cookies, I say that just as MIL needs to suck it up and make the cheesecake herself if it's that important to her, I think that if you're the one who wants cookies so bad, then make them. But don't expect anyone to help...
Just my opinion, and maybe I'm missing a lot more stuff. But to me it sounds like things don't have to be quite as bad with MIL as you make them out to be.