How about coming up with some sort of CHRISTMAS BINGO, the word "SANTA" maybe. That could be for all ages playing together. You should be able to make your own Bingo sheets.
How about a simple craft/ornament for them to take home? I've got plenty of ideas there, if you want.
I have a game of Christmas trivia. Come up with some simple age appropriate ones for each age group. You should be able to find PLENTY of things online.
You might also somehow incorporate some CHRISTMAS AROUND THE WORLD things....(and could easily be added into some Christmas trivia). This can be a learning experience, too. Like maybe starting out with the fact that "tea parties" tea is something they do regularly in ENGLAND.
I know Abbie, 7, has studied Christmas in other countries for the past 2 years and finds it fascinating that some countries have fireworks, some, like Holland, gets gifts in wooden shoes, not stockings, etc. There's even one country where the wise men visit on Jan 6 and bring gifts. Anyway, just a thought. You can make it fun AND educational. If the moms are going to be involved, I'm sure they'd like this, too. If you go w/ this idea, you might someone incorporate it into your decorations.
How about asking each child to bring a canned good item or item of clothing for a shelter? You could make a communtiy project (and maybe annual) out of it, too. I think it's imperative that kids understand there are so many people with nothing or next to it and especially at this time of year, they can do something to help.
Another idea...don't know where you live, but you might ask them to bring gently used or new toys to take to Riley Hospital or a local children's hospital or children's wing.
Hope that helps.