I can't remember which tv chef made it but there is a sort of Beef wellington where you substitute the beef for salmon, might be Rick stein, he's probably one of the best Sea food Chef's about.
Otherwise there's the Italian route, shellfish carbonara and the likes but thats not really a xmassy feel.
I'll have a mooch about a bit for you.
http://www.taste.com.au/recipes/3750/salmon+wellingtonMight be worth a try, seems easy and has good ratings.
If your using shrooms id go and buy, on top of your fresh ones, a pack of dried shitakis or mixed dried shrooms. Once soaked you've got probably the best tasting mushroom stock there is, in the water that you soaked them in. Add a bit of garlic and splash of white wine, a little cream and pepper and thats a damn good sauce.
Makes a nice chicken and mushroom pie.