Thanks to Stuart for this article:
For thousands of people who convert to Judaism, Christmas is a difficult day of balancing what was once intimately theirs but now represents, in some ways, the essence of what they are giving up. The holiday brings up questions that often have less to do with theology than with culture and custom. Siblings wonder: Can we still give you gifts? Parents ask: Can I still fill your stocking? If the answers are no, does that signal something akin to betrayal?