The Mad Men star, 35, reveals that she's always gotten a personalized piece of fruit.
"My family always does a banana with your name on it in your stocking," she told PEOPLE recently at the opening of House of Walker, Johnnie Walker's private event space for the holidays, in New York City. "You carve [the name] in really lightly with a pencil, and a couple hours later it's nice and black. It sounds so gross but I promise it's really cute!"
So what's the origin of this tradition?
"I think it was supposed to be a healthy thing to eat on Christmas morning before you start to eat all the goodies and sweets and all those things," she explains.
Not that she worries about over-indulging over the holiday season.
"I love it! I indulge," says the actress, who recently filmed an episode of the upcoming ABC series Body of Proof – which stars her husband, Geoffrey Arend. "I love buying people presents and I love parties, I love the cookies and I love the snacks. I love all of it."
As for what Hendricks will be giving this year, the actress says she and Arend have finally gotten around to organizing their wedding pictures and they may have some photo books ready in time for Christmas.
"Everyone's getting Johnnie Walker Blue" – also favorite of PEOPLE's recently-crowned Sexiest Man Alive, Ryan Reynolds – "and wedding photos," she says. "Long overdue!"