I have a few traditions with my grandkids that have probably all been mentioned here. I get them advent calendars every year and that's the first gift they open (since it's dec 1st, lol). They do love them, I had to tell my grandson this year that he doesn't need to tell me thank you every single day for his advent calendar. He said "but I just love it so much!" (among us was a good choice for him apparently).
Our small town (like all the small towns in this area) have a nighttime Christmas parade every year. My husband borrows and ambulance from his employer and decorates it for Christmas and then we load the grandkids up (and their parents) and ride in the parade, throwing a ton of candy out the windows/doors of the ambulance to all the spectators. This year my youngest granddaughter was so enthusiastic I had to hang onto her as she leaned out the window so she didn't fall out. It is so much fun to hear the kids yelling "Merry Christmas" over and over as they toss that candy. I also buy them Christmas light necklaces, headbands or glasses to wear while throwing candy out during the parade.
I usually take them shopping to buy gifts for siblings/parents but this year they are shopping on
amazon for each other. And when the gifts come in I help them wrap them up and put gift tags on them.
The kids get Christmas pajamas every year (I often buy them but not always) and they wear them to go see Santa and have their pictures taken. We usually stop somewhere for a treat afterwards to eat in the car on the way home as we look at decorations. This is a bit of a theme because we also usually go downtown in a nearby town each year to look at all the lights/decorations in a local park and walk around the square. And we stop for ice cream at an old-fashioned ice cream shop that the kids (and me!) love, lol.
I always try to find one or more local events to take them to like a play. This year we are going to see a Charlie Brown Christmas.
I buy the kids a Christmas outfit to wear to church the Sunday before Christmas. They'll often wear it one or two other places as well. I try to get something that isn't so overtly Christmas that it can't be worn at other times but sometimes it turns out that way. This year I have a green velvet dress for one, a Christmassy plaid for another and a green velvet vest and new suit for a third. Two of them are not overtly Christmas but that plaid might be hard to pull off in January, lol.
I'm saying usually with most these things because if something comes up and causes us to skip one of the traditions in a particular year it isn't the end of the world. I try to easily adapt and just pick it up again the next year. Covid caused a lot of things to not happen a year or two but we found other ways to celebrate.
Mostly I try to find lots of things to do with the kids, places to go, anything I think they'll like if I can afford it in both time and money. When I'm gone I want them to remember all the fun they had with hubby and I every year just like I remember all of the fun Christmas traditions I had with my grandmother. She was the absolute best grandma anyone could wish for and I seriously try to emulate the things she did to be as good a grandmother to my grandkids.