I love the holidays, although I feel that christmas has a lot of pressure/commercialism in the build up to the "big day"
My children were born after I left the org, so they have always had these special celebrations. When they became old enough to understand that their grandparents and aunt/cousins, are never around at those times I explained that different churches have different ways of doing things, and those relatives don't celebrate Christmas. They do give them presents at other times of the year though.
My kids just accepted that as the way it is, without much questioning. It wasn't a big deal for them.
Best wishes
D