Crimson Snow is one of the British Library Crime Classic collections themed around mysteries set at Christmas. The back copy says the theme is "stories set in winter", but I think all of them featured Christmas specifically in some way. 

There's a fun range here, and I think it was one of the earlier ones, since they had a Margery Allingham one to include as well. They range around a bit in tone, with "The Carol Singers" feeling particularly dark and unpleasant (an old woman is victimised by carol singers who tie her up, covering her mouth with sticking plaster, ultimately leading to her death). 

I've read a bunch of these collections, but I think this was one of the better ones. Or maybe I've just had a bit of a break from the format since last Christmas!