I'm in london too over that period for the same getaway for xmas feel!
The winter wonderland is still on during that week - they have a circus which has showings into the evening and the tickets are pretty reasonable. We're not going to an evening performance but plan to go in the da with our 2 girlies.
London eye is another thing we plan to do at night as well.
Winter wonderland has a website you can book tickets directly on that - they have a market, icerink, circus and other things happening - should be quite festive.
triangle sandwiches are better than square ones...
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