Bayern is amongst the places you should be at Christmas time. There are many markets and events, we visited some and ejoyed christmas time in Bayern. My favorite was the Hundertwasser Tower in Abensberg, but you can find very nice christmas markets in Regensburg also.
It’s heartwarming even when it’s cold a bit, and againts the cold you can drink some mulled wine and have big walks like we did. The mulled wine is good, but I still prefer the old but good wheatbeer, in Bayern you can find the best!