My aunt was a devout Baptist who married a devout Catholic and it worked for them. Sometimes they went to his church and sometimes they went to hers. Other times they went to their own churches by themselves. They always went to Christmas mass at his church.
I don’t know how common it is but the Methodist church of my youth always had a midnight Christmas mass.
What a wonderful ecumenical spirit your church displayed in the Christmas season! I don't think that I have ever heard of another non Catholic church doing anything remotely like it. Kudos to all those in your church who truly put Christian love into action!