I have no great words of wisdom for you on dealing with your parents. Just know that you are not alone on this one. If it will give you a laugh I will tell you the most recent story about my parents...(and it doesn't even involve a holiday).

I recently accepted a position working in downtown Washington DC (for a non-profit group). My mother has always been rather paranoid about me living in the USA. About a month after accepting the position I received a phone call from her. She told me that my brother had a "dream" about me and I would need to make myself "disappear" because something I did at work triggered people to watch my home. Needless to say this raised more than a few issues between us, but I tried to ignore the idea and let it drop. Unfortunately she did not and about two weeks later she offered me money to have a false set of documents created (and she even had a name picked out for me).

I did not take the money or have documents made, but our family holidays get even more "interesting" when we are all in the same house