Christmas week in Provence and Cote d'Azur

What are you interested in? For example, there are a lot of art museums in that part of France, but you may not care for art or may be interested in only selected artists. What about Roman ruins? Thee are some of those in Provence..

The one tip is to be prepared for a very cold wind out of the Alps and down the Rhone Valley about every third day. It’s called a Mistral and it will affect your outdoor activities greatly. It’s not as strong on the Riviera as it is in Provence. You’ll need hat, gloves, scarf, wool coat.

Thank you @acraven and @bets!
Museums are great, but as we are short in time, would prefer seeing quintessentially French villages and small towns for French "ambience" and "feel". But also historically important sights and monuments (i.e Avignon is definitely on my list).
We are also very food-curious and food-motivated :)
After SE France we have a longer stay in Barcelona, so will be saving our patience for museums etc. for that portion of our trip :)
@bets - thanks for the tip, it is certainly a consideration and a bit of a worry, although coming from Canada, cold weather is nothing new. All we can do is cross our fingers for minimal weather-related inconvenience.

It sounds as if you might enjoy visiting one or two regular markets, not just Christmas markets. I don't know anything about the status of the (often weekly) markets in the winter. Google will probably help you out once you begin to focus on some specific Provencal towns. Winter is not high-season there, so things slow down a lot. You'll even need to check websites of the attractions you hope to visit, because some of them (one hopes not the major ones) may be open only 4 days a week in December.

It looks as if the market in L'Isle-sur-la-Sorgue (I think the largest in Provence) will be operating on Thursdays and Sundays this month, as usual. It wraps up in the early afternoon. The Sunday market is usually larger; I believe the Thursday market is mainly food. The town itself is picturesque and is easier to appreciate when not swamped by market stalls--though market day may well be quieter in the winter.

I liked Avignon a lot and found the Palais des Papes interesting. Many people are disappointed to find that it is essentially unfurnished. So if your primary interest is palatial furnishings, that might be a sight to skip.

Thanks @acraven, have added the market in L'Isle-sur-la-Sorgue to our Sunday itinerary!