Spain celebrates the epiphany or Three Kings Day, Jan. 6th (aka the 12th day of Christmas). If you want to focus on Christmas, I'd spend the latter time in Spain.
Also, it's good to know that Barcelona is the least religious place in Spain. I'm not sure how Christmas will be but I was there for Easter Week and the only thing going on was extra masses at the Cathedral which limited visiting hours. Montserrat may be interesting but we were there during Easter Week and didn't notice anything special.
I kick myself for not purchasing a large "Tan Virgin" statue at Montserrat. When I was there I thought they were cheesy (there are thousands of them) and later decided I'd love to have a primitive religious piece like that in my home.