Rory is something of a mess around the winter holidays, truth be told -- the only "tradition" he really keeps to is getting depressed due to painful "family" memories while doing his best not to let it show.
Sean typically looks for a party to join, usually the sort where he can set off fireworks while downing copious alcohol and sweets.
Budonoki is a "silent night" sort of person. He'll exchange gifts with friends and coworkers -- usually some homemade fresh fruit preserves or jams -- and then make arrangements to fly out to what's left of his old family farm and meditate among the snowfallen trees.
Alec, generous soul that he is, bakes aggressively leading up to the holidays and donates the baked goods to charity, sometimes making delivery runs to outlying villages in an effort to bring some joy and cheer.
Cordell will usually take a few days' break during the winter holidays to spend time with her father back at the hideout. She also has this crazy idea in her head about air-dropping presents via small parachutes over a few less fortunate villages, but has yet to figure out where she'd steal sufficient goodies and wrapping paper from (tradition in the making?).
Micah finds somewhere safe and isolated to get drunk until he passes out -- he's not really the celebrating type.