[But I have a bad feeling about my nan coming to stay over for Christmas. D: She's very pushy, and likes to be in control of everything. She won't care about you until you pray with her for penance. How can I tell her that she can do what she wants, but I like to do something different this year?]
Just straight up stand up to her. She's not going to hate you because you decide to be different. And if she does, just see it as a positive. Someone isn't accepting you for what you like. Unless you're vying for her attention, it doesn't strike me as a bad thing.
Maybe just tell her straight up - speak in a calm tone and all that kind stuff. If she replies with something along the lines of "Well, I don't want to do whatever "different" stuff this is, kthnxbai" then maybe say how she's the guest in this house, and that you respect her as she's family, but you just want to do something other than what you usually do. Sorry it's not much, but that's what I came up with :P
Tell her that you already had that idea before you knew she was coming? Or is it tradition that she comes around? Then that doesn't really work. Either way you should tell her that you've already got everything planned out. Make a big fuss about what a mess it would be if you had to cancel everything if she's that hard to convince.
If she avoids you, do what you want. If she has a problem with it, she then has to come to you. It's polite to discuss it with her beforehand, but if that's impossible, she's the one who wants you to change, so she'll inevitably have to make a move herself. That's when you use the above tactics.