Which festival should I use?

Generally, at is used before festivals, such as Spring Festival.

Generally speaking, on is used before festivals with day, such as New Year's Day.

Used before a festival that lasts for a period of time, such as Christmas (at Christmas)

Use:

English words representing time are mainly divided into the following categories: time point, time period, action frequency, action or event sequence. Generally, it can be expressed by a single adverb or by phrases with prepositions in, at, on and for. In addition, some phrases without prepositions can also be used to indicate the time when an action (event) occurs (state persistence).

Above content reference: Baidu Encyclopedia -prep.