I'm not sure specifically as it's not a very common Flash Gordon story. But it might involve Flash Gordon having some kind of adventure during Christmas, perhaps facing off against his usual foes in a holiday - themed setting.
Flash Gordon would be one of the main characters for sure, as the title has his name in it. There might also be his friends like Dale Arden who often accompanies him in his adventures.
Well, 'A Christmas Story' is a heartwarming holiday tale, while 'Flash Gordon' is a sci-fi adventure. So, on the surface, there aren't obvious links. Maybe some shared elements of entertainment value and imagination, but that's about it.