I have very few holiday traditions, but one is I listen to his one man show reading of a Christmas Carol. It's a great 1 hr and 45 min spent during the holidays: https://www.amazon.com/dp/B000JCE3CU
I saw him performing this show when it was revived for a run at the Old Vic in London in 2005 and it was even better seeing it in person. I'm so glad I was able to do that, it's still memorable more than 20 years later.