I think it's great of you to be concerned and considerate! While I'm not myself jewish, I grew up in a community where there were a lot of jewish and mixed faith families. I've been honored to be invited to a few Hanukkah first night celebrations.
First, I think that merely recognizing that they celebrate a different holiday is a huge step in the right direction. My friends still get "Christmas presents" given to them. While they appreciate that someone cared enough to give them a gift and want to share that with them, they appreciate the thought of honoring their holiday even more. We do holiday (x-mas) cards every year with family pictures on them, and typically my jewish friends get a Hanukkah card with the holiday card inside it.
I like to give my friends Hanukkah decorations, when I find them. I've been able to find small dreidl shaped candy dishes in the past, and I've been told that they really like it because they put them out on their desk/in their cube when everyone else puts up their holiday decorations.
I have also purchased Hanukkah picture books and coloring books for the kids.
It doesn't seem like this is the case with the family you're talking about, but some families treat that first night as particularly, for lack of a better word, sacred. It's just for very immediate family, and is a time for connection and reflection. So, generally, I wouldn't recommend delivering a present that night, just in case. But if you're going to be seeing them, it would be great if you gave it to her then, and your DD wished her a Happy Hanukkah!