Thank you, all, for the advice! I think that sounds great. We actually did the same sort of holiday in Madrid last year and, while Christmas Eve and Day were pretty dead, we still had a lovely time. The weather doesn't bother us.

If anyone wants to chime in with places to go on 25/26 December, I'd very much appreciate it. I'm always happy to do my own research, but, as we all know, getting advice from locals makes the trip much more enjoyable.

Thanks again,
FMLAX