You could just book into one of the expensive, soulless, five-star hotels in New Delhi and tuck into their expensive Xmas dinner in stiff, hushed surroundings. Even some of the city's upper crust restaurants tend to attempt Xmas dinners too.
If you're after a more friendly, earthy - and far less expensive - Xmas-in-India option, then you should immediately book a connecting flight to Goa. This is where you'll find one of India's larger concentrations of Christians, and, whatever else you might think of Christians, they do a better Xmas dinner and attendant festivities than most. Of course, it won't be a white Christmas - you'll have to put up with sandy beaches and swaying palm trees. But Xmas in Goa is a unique fusion of western traditions (including, if you like, seasonal church services), and Goan-Indian sensibilities.
Sounds like a fine start to an India trip. Merry Christmas!
Michael Johal