Why don't you all, as a group, decide on a charity to support and then make anonymous cards to put in a gift box which you all open together on Christmas day, and tally up the amount your group donated to this worthy cause and celebrate your accomplishment together over your dinnner?
You could play a game called "Dirty Santa" for Christmas gifts. Everyone buys a token or gag gift for about $10-$15, wraps it up and brings it to the gift exchange party. Gifts get placed under the tree and depending on the number of guests (say there's 20), you'd have slips of paper in a hat, numbered 1 to 20. The person who draws first picks a gift and unwraps it. The next person in line has the option to choose a gift or steal from one of the gifts that's been revealed, etc. until all the gifts are open. Whoever has their gifts "stolen" gets to pick again either from the unwrapped gifts or the wrapped pile, but they aren't allowed to steal their original gift back.