Op it's lovely that you want to make your own family traditions that don't involve gifts,
How about a family trip to panto
Family trip to cinema on Christmas Eve
Midnight mass/Christmas Eve services if you are catholic/Christian to listen to all the Christmas carols (or if you don't want to venture out watch it on TV, the carols are beautiful, it's very Christmases)
Bake something Christmases like mince pie, Christmas cake, Christmas pudding, etc and each family member has a part in baking it supervised by you
Get a TV guide and decide together as a family what Christmas eve/Christmas day/boxing day TV shows/movies look good to watch....watching Christmas TV with family is a tradition of many families
Make a Christmas rule, only a certain amount of hours for electronics including games and phones...so that you get enough family time together and some time apart too
If you normal play music in your home , then in the run up to Christmas start to add christmas music to make it more christmassy and festive