Either way you will face her wrath.
1. You tell her the truth, she gets upset for a short amount of time, and then you have a merry Christmas with good cinnamon rolls.
2. You lie, she spends hours in frustration preparing and making a huge mess. She burns the rolls, they taste like crap, she is upset you are upset and your Christmas is ruined In Grizwald type fashion.

I take the first option.