Here is the full list of all 34 Headbangers in Holiday Hell achievements.
Unlock a new weapon
Upgrade a weapon
Kill an elf
Kill a grinch
Kill 250 enemies
Kill 1000 enemies
Kill 50 enemies with waterpistol
Kill 50 enemies with paintball gun
Kill 50 enemies with tennisball gun
Kill 50 enemies with nailgun
Kill 50 enemies with flamethrower
Kill 50 enemies with fireworks stick
Kill 50 enemies with vinyl disc
Save 100 hostages
Complete 100 stages
Headbutt 50 enemies
Guitar-smack 50 enemies
Kill 5 enemies with bounced tennis ball
Kill 3 enemies with single explosion
Destroy 666 presents
Max out all main weapons
Max out all overdrive weapons
Max out all boosters
Kill 25 enemies watching TV
Electrocute 25 enemies
Blow up 25 enemies
Kill 25 naughty elves
Defeat possessed reindeer
Defeat ghost reindeer
Defeat Santa
Complete stage without getting hit
Have credit 10,000 available at once
Blow up distracted elf
Kill elf with chain reaction