I think you'd be on sticky ground raising a formal grievance unless you can be assured of a good deal of backup from your colleagues. Even then, being allowed to celebrate festivals isn't actually a part of the job and isn't essential to working conditions.
Play them at their own game. Refuse to wish anyone Happy Festive and refuse to accept greetings of a similar nature. Tell them thanks, but you don't happen to celebrate/believe in that particular festival so you won't join in. Tell them you're going to celebrate Christmas - yes, be a devil and say the word, because they'd have a hard time if they want to sack you for saying it - you're going to celebrate Christmas privately and if they'd like to join you outside work to do so, then that's up to them.
Personally I think there's nothing better for international and multi-cultural understanding than sharing each other's festivals. We have loads of Sikh, Hindu and Muslim people working in our organisations, plus a fair few Christians, Pagans, Wiccans and atheists too. It's great. We've just had Eid and are now in the middle of Diwali celebrations. There's always something to look forward to.