Here is the full list of all 11 Christmas Massacre achievements.
Killed all the school children.
You found the clown costume.
You found the baby costume.
You found the miner costume.
Cleared a level with just the throwing knives.
Cleared a level with just the flamethrower.
Cleared all levels with B rank or better.
Cleared all levels with A rank or better.
Cleared all levels with S rank.
Unlocked all the achievements.
Completed the game.