Natalie/Natalia - popular names with a well-known--but not too well-known Christmas meaning
Noel - For a girl, pronounced Noelle and sometimes spelled that way; for a boy, pronounced NO-uhl
There are also Christmas cultural icons to consider:
We all have things we love most about Christmas, and some of them have quite lovely names related to them:
Douglas (like the fir)
Nousha (sweet, like cookies)
You could acknowledge your real favorite thing about Christmas and choose a name that means 'gift':
Or, you can just go for Mary or Joseph. Merry Christmas!