Preheat the oven to 180°C/350°F/gas 4, and line 2 baking sheets with baking paper.
Finely grate the clementine zest. Cube up the butter and place in a mixing bowl with the flour, sugar, clementine zest and cinnamon. Using your fingers, rub the butter into the mix till it resembles fine breadcrumbs.
Add the milk and bring together to make a soft dough. Wrap the dough in clingfilm and place it in the fridge to firm up for about 30 minutes.
Separate the sweets into colours and place in separate sandwich bags. Press the air out and seal the bags, then carefully crush into small pieces with a rolling pin.
Place the dough on a lightly floured work surface, and roll out to 1cm thick. Use a selection of large cutters to cut out shapes and place on the lined baking sheets, then use the smaller cutters to cut a ‘window’ in the centre of each biscuit.
Sprinkle enough crushed sweets to fill the centre hole (don’t overfill or the sweets will melt over the biscuit), then use a cocktail stick to make a hole in the top of each biscuit, so you can thread a ribbon through them later. (You can re-roll any dough trimmings to make more biscuits, but you’ll need more sweets. You could also bake the cut-out centres and eat as a treat when decorating the tree.)
Bake for 12 minutes, or till the biscuits are golden and the sweets melted. Leave to firm up, then transfer to a wire rack. Thread with ribbon and hang them on the tree.