Your kids don't need that. This will not make them any more like the others. This is true only in their deepest religious metaphor and they interpret that metaphor in uniquely and opposing ways. Chanukkah celebrates the first struggle for national liberation in recorded history. Chanukkah celebrates the increase of light in the world and the important role of humans in that increase.
Diversity is wonderful.
You are the parent, they are the children. Sympathize with your child's predicament and acknowledge his or her feelings. It is not easy being a minority within a majority culture. There may occur other times in your life when you want to do something differently than the way the others do it. You should feel strong in your commitments.