I salute you DC_DEEP, Sir!
From this moment forward I shall not respond with Happy Christmas, I shall instead use Happy Holidays.
I haven't read all this thread, so I'm sorry if someone has already said this:
You should go to your management and complain: Your collegues repeated insistence to greet you with "Happy Christmas", referring to a celebration in which to do not participate, is offensive to you. You would like them to adhere to your religious beliefs and greet you instead with "Hello" or "Happy Holidays" to avoid the emotional trauma you feel from the traditional phrasing.
If your management disagree and wish to proceed with any form of disciplinary proceedings, I would personally recommend finding the nearest bauble and inserting it forcibly, rectally.
For all you religious nuts who'll flame me now, I have two things: 1. Shut up
2. I don't object to your religions, I just wish to have no part in any of them.