The first year of retirement was the first year we were away from home and the kids at Christmas (no grand kids at that time) and we felt very lonely as were in Mexico with different holiday customs.
Over the years we have adjusted, our (Canadian) Thanksgiving is the time we get together with the families, and we leave shortly after for the south for the winter, just before or just after Halloween.
Actually it's refreshing not to get into the "rat race" of Christmas shopping, we get an Amazon gift list from the kids for the grand kids and the gifts are ordered gift wrapped and sent to arrive before Christmas.
We also treat them all to a visit with us in California in February, it's really appreciated as one family lives in the north, they had lows of -40 the week they were down in California with us!