reportedly busy with engagements leading up to their wedding day that May, and spent the holiday privately. Markle’s first holiday with the royal family was Christmas of 2017, when she and Harry were newly engaged. “I remember so vividly the first Christmas at Sandringham,” she said in the Netflix docuseries “Harry & Meghan.”“Calling my mom, and she’s like, ‘How’s it going?’ And I said, ‘Oh my gosh, it’s amazing.