Then we sang, "Angels We Have Heard on High" and "Hark the Herald Angels Sing". I loved both of those songs.
Musings of Me has some fun angel activities. My son colored and traced the Little Angel Interactive Book and then we went through the story together having the angel do the different things that we read. It was really cute and fun.
I was thinking that tracing paper might work for both of the above activities, but it wouldn't be quite as sturdy. You could also just use card stock.
You can see our angel activities from last year here.