It's really hard for a 3 year old to be in the middle when parenting conflicts like this arise. Be prepared for repercussions such as attempts at limiting visitation or finding yourself DFd and then having your daughter told "no daddy".
I don't want to rain on your parade, but it can be very confusing for your daughter. Obedience to her mom and her mom's belief are very often co-mingled with love for her mom, and she may feel that by observing Christmas with you that she is going to make her mom (and Jehovah) sad, because that's how we were trained to teach our children about Christmas and birthdays when we were JWs.
I've mentioned the following podcast a couple of times before, it's regarding raising children in a mixed (religious and secular) family. The guest on the show is Dale McGowan who's written a book called Parenting Beyond Belief, which I think is a must-read for anyone who has left the JWs but has a spouse or ex-spouse who remains in the JWs and wants to co-parent effectively. He also runs a website and has written books dedicated to raising children so that they know how to think rather than what to think.
http://www.thethinkingatheist.com/podcast/secular-parenting-with-dale-mcgowan