When a bunch of us relocated to the Valley, we would do annual FriendsGiving and FriendsMas. As everyone has gotten older and busier, more stressed out or departed, that's kind of gone by the wayside.
Later on when I had my startup, my cofounder and our manager-of-everything would find a place for all of the orphans who were like we had been - without anything to do for the holidays because they, too, had recently moved away from their social circle and family. Everyone wins.
So I say: bid the awkwardness and putting yourself out there. I look back at that era fondly and yes, sometimes it was awkward, but mostly it was not. It was always worth it.
(Ironically, this year all of our plans fell apart, so my wife and I are on our own.)