Go for a night time walk/drive in their onesies to see any nice lights on houses, in town etc.
Make reindeer food (bird food) using oats, seeds, small bits of diced apple.
Make playdough snowmen - make white dough and use scraps to decorate but chances are they'll be happy just playing around with it.
Festive movie - Xmas episode of favourite TV show or short movie so it's not on too long. Snuggled up on the sofa with blankets and popcorn.
Print some christmassy colouring pictures.
Out on some Christmas party songs and play them loud - have a dance competition or just dance for fun!
Go to the library to find some Christmas story books.
Make Santa beards - cotton wool (even toilet roll would do), 1 side of a cereal box, glue, string, pencil. - Cut cereal card into a large triangle shape, glue cotton wool on, poke a hole at either side, put string around to fit over DC ears.