I would be all for pj day together... a quiet breakfast, a lovely chat about how amazing next xmas will be with bump. Some snacky foods throughout the day... xmas movies to bring tears to your eyes (very xmas spirit).
DH and I often have a quiet xmas day and its wonderful... even have some friends over if you feel like it. Its a nice gift to choose to share the day with whoever you want. We often have friends come to us to avoid their families lol... they bring kids and its amazing to watch little ones at xmas and know that there are no formalities or protocols...