Pretty much any cake, cookie, biscuit or baked good that you make at home is going to be better quality and more nutrient dense than shop bought versions.
With home made treats we know and can control what ingredients go into our food and the quality of those ingredients. Most shops and brands are using the cheapest ingredients and methods possible to achieve their objectives.
You might think that baking cookies at home with butter, sugar, eggs and flour is bad however those cookies are infinitely better than whatever version you would buy at the supermarket.
Supermarkets, many cafes and some bakeries use ingredients such as vegetable oils (some containing trans fats), low quality eggs or egg mimicking additives, ultra sweet sweeteners such as corn syrup or tonnes of sugar, flour mixed with low nutrient starches and lots of additives such as preservatives, emulsifiers, anti-caking agents, flavours, colours, etc.
And don't even get me started on most shop bought gluten free, dairy free or artificially sweetened varieties. Horrendous.
Your average homemade 10 ingredients or less version is way better.
What ingredients should you use? Basic butter (not margarine or copha/crisco), sugar, flour and eggs are fine. If you want to get more nutrient dense you can try some grass fed butter, less refined sugars, wholemeal flour and free range eggs. Gluten free? A white gluten free flour or a naturally gluten free alternative such as almond meal, coconut flour, sweet potato flour etc. Dairy free? Coconut oil, coconut cream or if necessary a better quality dairy free spread. Sugar free? Low GI sweeteners such as rice malt syrup, fresh or dried fruits or a more natural sweetener such as xylitol or stevia.
Don't have time for home cooking? I think we all find ourselves in that position sometimes. Have a look at the labels and choose the best one you can. Least ingredients, least additives, most protein and fibre.
If you just love a certain biscuit from the biscuit aisle then you can definitely still enjoy them but I personally find once you try a better quality or homemade version the others pale in comparison.