A few lines an quotes taken from "Six Years in the Russian Court" involving Christmas...
On her head she wore the kokoshnik, the crescent-shaped head-dress, in white brocade, lavishly decorated with large single stone diamonds. A rich lace veil depended from it and hung at the back almost to her knees. -- Margaretta Eager referring to the Empress
"Oh! Mama, you are just like a lovely Christmas tree!" -- Olga Nikolaevna
We had our Christmas tree as usual, and little Marie was specially delighted with it, as she could not remember anything of the kind. She said to the Emperor, who was just beginning to get about, "Papa, did you ever see anything so beautiful?" -- Eager in reference to Christmas in the Crimea
On Christmas morning when Olga awoke, she exclaimed at once, "Did God send for cousin Ella's body in the night?" I felt startled at such a question on Christmas morning, but answered, "Oh no, dear, not yet." She was greatly disappointed, and said, "I thought He would have sent for her to keep Christmas with Him." -- Eager discussing Christmas after the death of Princess Ella in 1903
One day Marie was looking at a picture of Nydia, the blind girl of Pompeii; she asked me why she was blind. I replied that God sometimes made people blind, but none knew why. So she said, "I know someone who knows." I said, "No, dear, I think not; no one knows." "Cousin Ella knows," came the answer; "she is in heaven, sitting down and talking to God, and He is telling her how He did it, and why." -- Eager again with Marie Nikolaevna that same Christmas
The children used to make their own Christmas and birthday presents for their parents, generally some needlework. Once the little Grand Duchess Olga, in spite of my remonstrances, worked a kettle-holder for the Emperor. It had a little kettle singing on a fire, and "Polly, put the kettle on," worked on it, and she grounded it in blue. I made it up for her with a ruche of blue ribbon all round, and she admired it immensely...When Christmas came she presented it to her father, saying, "Nana is afraid it won't be much use to you, it is a kettle-holder, but you can put it on your table for a mat, or hang it on the wall for a picture. Just see the pretty little frame round it." -- Eager on Olga Nikolaevna