Elf Bowling

You might want to look into DOS or even Flash games. Can't tell you what's actually good, but I can tell you there's a lot out there!

Maybe Lemmings would be a good starting point. I think they had a Christmas edition.

I just realized that I don't know much about Xmas games.

Here's some that I found from the web:

• Christmas Nights into Dreams (Saturn). Saturn emulation might be less mature / updated than PSP, not sure if RG405M can handle that.
• Daze Before Christmas (SNES)
• Parasite Eve 1 & 2 (PS1). Not quite Xmassy though
• Die Hard Trilogy (PS1). There's a lightgun shooting part that might be Christmassy, but it's a light gun game

The opening level of Batman Returns on the SNES is set around Christmas time with Christmas trees visible in the background. Not exactly what you were asking for, but it's a good Beat 'em Up game.