Do a material test, you will need the settings for your machine to be able to score the wood and cut out the designs. For a D1Pro 10w machine my settings are in the screenshots. 

I have made plenty of names, so pick the named ornament you want and disable all other ornaments.

If you are using a 12x12 sheet you can cut out 9 pieces if you tilt the ornament as I did. Each ornament is 2 pieces a full back piece and the designed front piece. Cut out each piece and be careful when separating the discarded pieces from the ornament.

The back piece we painted both sides fully one color, but you may paint it however you like. The front piece we paint the outside side. Let both pieces dry completely before moving on to the next step.

With this project I used super glue and added tiny dabs on the back side of the front piece. Then I attached the two pieces together aligning them up flush then used clamps to fasten them together allowing time to dry.

I designed this in Lightburn but uploaded a file for XCS as well. You can use the template to create your own name if you can't find your name in the ones I created. Create your name in a text field, size it to fit inside the ornament and then make a copy of the name placing it off to the side. Combine the name and the front piece together. Once you finish that take the copied name and put it on another layer to be scored, place the copied name over the combined name so that when it cute it will just score that layer then the bottom layered name will be cut out along with the ornament. 

I hope I wrote that so you can understand how to make your own name in the ornament. Merry Christmas.